Identification of a Dynamic Linear Model for the American GDP - Specification of a Forecasting Method

The purpose of this work is to identify a dynamic linear model which allows to make predictions about the future trend of the GDP of the United States. For this purpose, a general overview of the Bayesian approach to statistical analysis will also be presented, together with a description of the mathematical structure of the dynamic linear model and of the methods which need to be used in order to arrive to a correct model specification.

About the author

Prisca Primavera Piccoli graduated at the Ca' Foscari University of Venice in Statistics and Computer Science for Business Management in 2013, and in Economics and Finance at the same university in 2015, with full marks.

Product details

• Authors: Prisca Primavera Piccoli
• Publisher: Edizioni Accademiche Italiane
• Languages: English
• Product format: Paperback / Softback
• Released: 01.01.2017
• EAN: 9783330779235
• ISBN: 978-3-33-077923-5
• No. of pages: 136
• Dimensions: 150 mm x 220 mm x 8 mm
• Weight: 221 g
• Subject: Social sciences, law, business > Business > Miscellaneous