A Bayesian VAR forecasting model for the Philadelphia Metropolitan Area

Theodore M. Crone and Michael P. McLaughlin

No 99-7, Working Papers from Federal Reserve Bank of Philadelphia

Abstract: 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.

Keywords: Forecasting; Philadelphia (Pa.) (search for similar items in EconPapers)
Date: 1999
New Economics Papers: this item is included in nep-ecm and nep-ets
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