FRED-SD: a real-time database for state-level data with forecasting applications
Kathryn O. Bokun, Laura E. Jackson, Kevin L. Kliesen and Michael T. Owyang
| Year of publication: |
2020
|
|---|---|
| Authors: | Bokun, Kathryn O. ; Jackson, Laura ; Kliesen, Kevin L. ; Owyang, Michael T. |
| Publisher: |
St. Louis, MO : Federal Reserve Bank of St. Louis, Research Division |
| Subject: | factor model | Bayesian VAR | space-time autoregression | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Datenbank | Database | Faktorenanalyse | Factor analysis |
freely available