A Bayesian Approach for Analyzing the Dynamic Relationship Between Quarterly and Monthly Economic Indicators

Author:

Kyo Koki

Publisher

Springer International Publishing

Reference11 articles.

1. Anghelache, C.: Analysis of the correlation between GDP and the final consumption. Theor. Appl. Econ. 18(9), 129–138 (2011)

2. Jiang, X.-Q., Kyo, K.: A Bayesian method for the dynamic regression analysis. Trans. Inst. Syst. Control Inf. Eng. 8(1), 8-16 (1995)

3. Jiang, X.-Q., Kyo, K., Kitagawa, G.: A time-varying coefficient vector AR modeling of nonstationary covariance time series. Signal Process. 33(3), 315–331 (1993)

4. Kitagawa, G.: Introduction to Time Series Modeling. CRC Press (2010)

5. Kyo, K., Noda, H.: A new algorithm for estimating the parameters in seasonal adjustment models with a cyclical component. ICIC Express Lett. Int. J. Res. Surv. 5(5), 1731–1737 (2011)

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