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An alternative approach for the analysis and forecasting of economic series : the state space modelling

By:

Maurin, Alain

Material type: Text

TextPublication details: [Caribbean Centre for Money & Finance] [St. Augustine]TT 1996Description: 24 pAction note:

2/11/09 JOYD

Summary: Examines what could be the contributions of the state space representation to modelize and forecast the evolution of Caribbean economic variables.

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Holdings
Item type	Current library	Call number	Status	Barcode
Monograph	CARICOM Documentation Centre	11.02.01 M742ma(1996) (Browse shelf(Opens below))	Available	0000000027734

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Previous	11.02.01 M742le(2009) A Computable General Equilibrium (CGE) model of banking system stability : case of Jamaica	11.02.01 M742lo(2008) Examining export performance in CARICOM from 1992-2006 : an application of the revealed comparative advantage measure	11.02.01 M742ma(1995) Survey of seasonality in the Caribbean macroeconomic variables	11.02.01 M742ma(1996) An alternative approach for the analysis and forecasting of economic series : the state space modelling	11.02.01 M742ma(1997) Short-term modeling with various vector autoregression and state space models : applications to Trinidad and Tobago	11.02.01 M742ma(1999) Modelling the Caribbean macro economy for forecasting and policy analysis	11.02.01 M742ma(2000) Simple approaches to measuring and managing Trinidad and Tobago's commercial banks foreign currency exposure	Next

Examines what could be the contributions of the state space representation to modelize and forecast the evolution of Caribbean economic variables.

2/11/09 JOYD

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