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Bayesian Vector Error Corrections Model Of The Us Economy
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Book Synopsis Bayesian Vector Error Corrections Model of the U.S. Economy by :
Download or read book Bayesian Vector Error Corrections Model of the U.S. Economy written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Federal Reserve Bank of Philadelphia presents the full text of the June 1998 working paper entitled "A Bayesian Vector Error Corrections Model of the U.S. Economy," written by Tom Stark. The text is available in PDF format. This paper offers a small-scale macroeconometric time-series model that can be used to generate short-term forecasts for U.S. output, inflation, and the rate of unemployment. Stark shows the model's forecasting ability over various periods, examines its impulse responses, and considers several alternative specifications.
Book Synopsis A Bayesian Vector Error Corrections Model of the U.S. Economy by : Thomas C. Stark
Download or read book A Bayesian Vector Error Corrections Model of the U.S. Economy written by Thomas C. Stark and published by . This book was released on 1998 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Vector Error Correction Forecasting Model of the U.S. Economy by : Richard G. Anderson
Download or read book A Vector Error Correction Forecasting Model of the U.S. Economy written by Richard G. Anderson and published by . This book was released on 1998 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis STLS/US-VECM6.1 by : Dennis L. Hoffman
Download or read book STLS/US-VECM6.1 written by Dennis L. Hoffman and published by . This book was released on 1997 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Technical Appendix for the Bayesian Vector Autoregression Model of the U.S. Economy by : Hossain Amirizadeh
Download or read book Technical Appendix for the Bayesian Vector Autoregression Model of the U.S. Economy written by Hossain Amirizadeh and published by . This book was released on 1985 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Oxford Handbook of Bayesian Econometrics by : John Geweke
Download or read book The Oxford Handbook of Bayesian Econometrics written by John Geweke and published by Oxford University Press. This book was released on 2011-09-29 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology.
Book Synopsis Likelihood-based Inference in Cointegrated Vector Autoregressive Models by : Søren Johansen
Download or read book Likelihood-based Inference in Cointegrated Vector Autoregressive Models written by Søren Johansen and published by Oxford University Press, USA. This book was released on 1995 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model.
Book Synopsis A Quarterly Bayesian Var Model of the U.S. Economy by : William Roberds
Download or read book A Quarterly Bayesian Var Model of the U.S. Economy written by William Roberds and published by . This book was released on 1988 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied Economic Forecasting Using Time Series Methods by : Eric Ghysels
Download or read book Applied Economic Forecasting Using Time Series Methods written by Eric Ghysels and published by Oxford University Press. This book was released on 2018 with total page 617 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.
Book Synopsis Three Essays in Macroeconomics and Monetary Economics Using Bayesian Multivariate Smooth Transition Approaches by : Fang Ge
Download or read book Three Essays in Macroeconomics and Monetary Economics Using Bayesian Multivariate Smooth Transition Approaches written by Fang Ge and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Vector Error Correction Model of Real Output Monetary and Fiscal Policy by : Moh'd Hasan Al-Azzam
Download or read book Vector Error Correction Model of Real Output Monetary and Fiscal Policy written by Moh'd Hasan Al-Azzam and published by . This book was released on 2001 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bayesian Econometrics by : Siddhartha Chib
Download or read book Bayesian Econometrics written by Siddhartha Chib and published by Emerald Group Publishing. This book was released on 2008-12-18 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.
Book Synopsis Bayesian Vector Error Correction Forecasting Models by : Ronald Bewley
Download or read book Bayesian Vector Error Correction Forecasting Models written by Ronald Bewley and published by . This book was released on 1997-08-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Nonlinear Modeling of Economic and Financial Time-Series by : Fredj Jawadi
Download or read book Nonlinear Modeling of Economic and Financial Time-Series written by Fredj Jawadi and published by Emerald Group Publishing. This book was released on 2010-12-17 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents researches in linear and nonlinear modelling of economic and financial time-series. This book provides a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It also presents and discusses research findings and their implications.
Book Synopsis Using Large Data Sets to Forecast Sectoral Employment by : Rangan Gupta
Download or read book Using Large Data Sets to Forecast Sectoral Employment written by Rangan Gupta and published by . This book was released on 2015 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: We implement several Bayesian and classical models to forecast employment for eight sectors of the US economy. In addition to standard vector-autoregressive and Bayesian vector autoregressive models, we also include the information content of 143 additional monthly series in some models. Several approaches exist for incorporating information from a large number of series. We consider two approaches - extracting common factors (principle components) in a factor-augmented vector autoregressive or vector error-correction, Bayesian factor-augmented vector autoregressive or vector error-correction models, or Bayesian shrinkage in a large-scale Bayesian vector autoregressive models. Using the period of January 1972 to December 1999 as the in-sample period and January 2000 to March 2009 as the out-of-sample horizon, we compare the forecast performance of the alternative models. Finally, we forecast out-of sample from April 2009 through March 2018 using the best forecasting model for each employment series. We find that factor augmented models, especially error-correction versions, generally prove the best in out-of-sample forecast performance, implying that in addition to macroeconomic variables, incorporating long-run relationships along with short-run dynamics play an important role in forecasting employment.
Book Synopsis Structural Vector Autoregressive Analysis by : Lutz Kilian
Download or read book Structural Vector Autoregressive Analysis written by Lutz Kilian and published by Cambridge University Press. This book was released on 2017-11-23 with total page 757 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Book Synopsis Econometrics as a Con Art by : Imad A. Moosa
Download or read book Econometrics as a Con Art written by Imad A. Moosa and published by Edward Elgar Publishing. This book was released on 2017-07-28 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance.
