A time-varying parameter consumption model for the UK

Haiyan Song

doi:10.1080/758518984

A time-varying parameter consumption model for the UK

Haiyan Song

Research output: Journal article publication › Journal article › Academic research › peer-review

4 Citations (Scopus)

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.

Original language	English
Pages (from-to)	339-342
Number of pages	4
Journal	Applied Economics Letters
Volume	2
Issue number	10
DOIs	https://doi.org/10.1080/758518984
Publication status	Published - 1 Oct 1995
Externally published	Yes

ASJC Scopus subject areas

Economics and Econometrics

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10.1080/758518984

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A time-varying parameter consumption model for the UK

Abstract

ASJC Scopus subject areas

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