| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP4019 |
| DP4019 Explaining Trends in UK Immigration | |
| Timothy Hatton | |
| 发表日期 | 2003-08-23 |
| 出版年 | 2003 |
| 语种 | 英语 |
| 摘要 | This Paper proposes a method to conduct inference in panel VAR models with cross-unit interdependencies and time variations in the coefficients. The set-up used is Bayesian, and Markov chain Monte Carlo (MCMC) methods are used to estimate the posterior distribution of the features of interest. The model is re-parameterized to resemble an observable index model and specification searches are discussed. The approach can be used to construct multi-unit forecasts, leading indicators and to conduct policy analysis in multi-unit set-ups. The methodology is employed to construct leading indicators for inflation and GDP growth in the euro area. |
| 主题 | International Macroeconomics |
| 关键词 | Panel var Bayesian methods Leading indicators Markov chain monte carlo methods |
| URL | https://cepr.org/publications/dp4019 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/532997 |
| 推荐引用方式 GB/T 7714 | Timothy Hatton. DP4019 Explaining Trends in UK Immigration. 2003. |
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