A time-varying parameter consumption model for the UK

Haiyan Song ()

Applied Economics Letters, 1995, vol. 2, issue 10, 339-342

Abstract: This paper uses a time varying parameter (TVP) approach to model and forecast the aggregate consumers' expenditure on non-durables and services in the UK. The results suggest that the TVP method is particularly useful in forecasting when the structure of the consumption model is unstable.

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:2:y:1995:i:10:p:339-342

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DOI: 10.1080/758518984

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