14-119/III - Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data


  • Authors
    Nalan Basturk, Maastricht University, the Netherlands; Pinar Ceyhan, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam, the Netherlands
  • Publication date
    September 1, 2014
  • Keywords
    Growth, Time varying parameters, Expectations data
  • JEL
    C11, C22, E17