This article analyzes certain properties of a class of recently proposed structural time series models in which particular structures are imposed upon the unobserved components of an observed time ...

In this paper, we formulate a structural time series model for aggregate quarterly nondurable consumption by using the life cycle consumption hypothesis under uncertainty to obtain a model for the ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

Peter Shaffery Understanding the Variance Reduction Effect and Beyesian Structural Time Series for Behind-the-Meter Disaggregation Vanja Dukic Data Scientist, Office of Data Analytics at the ...