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A latent variable approach to forecasting the unemployment rate

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Publication:4687258
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DOI10.1002/FOR.1210zbMath1397.62335OpenAlexW1996432218MaRDI QIDQ4687258

G. C. Lim, Sarantis Tsiaplias, Chew Lian Chua

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://melbourneinstitute.unimelb.edu.au/downloads/working_paper_series/wp2009n19.pdf


zbMATH Keywords

Phillips curveunobserved componentsstate space formulationOkun's law


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)








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