A robust Bayesian dynamic linear model for Latin-American economic time series : "the Mexico and Puerto Rico cases"
Year of publication: |
2015
|
---|---|
Authors: | Fúquene, Jairo ; Álvarez, Marta ; Pericchi, Luis R. |
Published in: |
Latin American economic review : LAER ; official journal of Centro de Investigación y Docencia Económica (CIDE). - Heidelberg : SpringerOpen, ISSN 2196-436X, ZDB-ID 2761810-9. - Vol. 24.2015, Art.-No. 6, p. 1-17
|
Subject: | Robust Bayesian dynamic model | Outliers and structural breaks | Latin-American time series | Consumer Price Index | Economic Activity Index | Total number of employments | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Mexiko | Mexico | Theorie | Theory | Strukturbruch | Structural break | Verbraucherpreisindex | Consumer price index | Robustes Verfahren | Robust statistics |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s40503-015-0020-z [DOI] hdl:10419/195220 [Handle] |
Classification: | C11 - Bayesian Analysis ; C40 - Econometric and Statistical Methods: Special Topics. General ; G17 - Financial Forecasting ; N16 - Latin America; Caribbean |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Fúquene, Jairo, (2015)
-
Lütkepohl, Helmut, (2017)
-
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den, (2011)
- More ...
-
Fúquene, Jairo, (2015)
-
On choosing mixture components via non-local priors
Fúquene, Jairo, (2019)
-
Quiebras y préstamos en Puerto Rico: Una mirada exploratoria a su relación
Álvarez, Marta, (2013)
- More ...