Identification of a Dynamic Linear Model for the American GDP

Identification of a Dynamic Linear Model for the American GDP
Specification of a Forecasting Method
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Artikel-Nr:
9783330779235
Veröffentl:
2017
Einband:
Paperback
Erscheinungsdatum:
03.01.2017
Seiten:
136
Autor:
Prisca Primavera Piccoli
Gewicht:
221 g
Format:
220x150x9 mm
Sprache:
Englisch
Beschreibung:

Prisca Primavera Piccoli graduated at the Ca' Foscari University of Venice in Statistics and Computer Science for Business Management in 2013, and in Economics and Finance at the same university in 2015, with full marks.
The purpose of this work is to identify a dynamic linear model which allows to make predictions about the future trend of the GDP of the United States. For this purpose, a general overview of the Bayesian approach to statistical analysis will also be presented, together with a description of the mathematical structure of the dynamic linear model and of the methods which need to be used in order to arrive to a correct model specification.

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