State correlation and forecasting : a Bayesian approach using unobserved components models
Year of publication: |
2022
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Authors: | Uzeda, Luis |
Published in: |
Essays in honour of Fabio Canova. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80382-637-0. - 2022, p. 25-53
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Subject: | Bayesian | states | correlation | forecasting | trend inflation | UCmodel | expectations | precision | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Inflationsrate | Inflation rate | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Korrelation | Correlation | Monte-Carlo-Simulation | Monte Carlo simulation |
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