A TIME-VARYING PARAMETER CONSUMPTION MODEL FOR THE UK

被引：2

作者：

SONG, H

机构：

[1] Department of Economics and Law, University of Abertay

来源：

APPLIED ECONOMICS LETTERS | 1995年 / 2卷 / 10期

关键词：

D O I：

10.1080/758518984

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：339 / 342

页数：4

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