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.Forecasting ; Philadelphia (Pa.)

Michael P. McLaughlin

Theodore M. Crone

English

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http://www.philadelphiafed.org/research-and-data/publications/working-papers/1999/wp99-7.pdf

A Bayesian VAR forecasting model for the Philadelphia Metropolitan Area

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