Open AccessA Bayesian VAR Forecasting Model for the Philadelphia Metropolitan Area
Author(s) -
Theodore M. Crone,
Michael McLaughlin
Publication year - 1999
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.179890
Subject(s) - metropolitan area , bayesian probability , econometrics , regional science , geography , artificial intelligence , computer science , statistics , economics , mathematics , archaeology
Vector-autoregression (VAR) forecast models have been developed for many state economies, including the three states in the Third Federal Reserve District--Pennsylvania, New Jersey, and Delaware. This paper extends that work by developing a Bayesian VAR forecast model for the Philadelphia metropolitan area and the city of Philadelphia.
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