A Bayesian VAR Forecasting Model for the Philadelphia Metropolitan Area
Auteur : Theodore M. Crone, Michael P. McLaughlin
Date de publication : 1999
Éditeur : Economic Research Division, Federal Reserve Bank of Philadelphia
Nombre de pages : 22
Résumé du livre
Extends VAR forecast models by developing a Bayesian VAR forecast model for the Philadelphia metropolitan area and the city of Philadelphia.