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The purpose of this blog is to discuss state space models developed for the period 1950-2000 with forecasts typically out to 2100. Late Modern Period Model Code here
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Notes The first six indicators in standard scores are taken from the World Development Indicators (WDI). KOF = KOF Index of Globalization , EF = Ecological Footprint , HDI = Human Development Index . State Space Model Estimation The Measurement Matrix for the state space models was constructed using Principal Components Analysis with standardized data from the World Development Indicators . The statistical analysis was conducted in an extension of the dse package . The package is currently supported by an online portal ( here ) and can be downloaded, with the R-programming language, for any personal computer here . Code for the state space Dynamic Component models (DCMs) is available on my Google drive ( here ) and referenced in each post. Atlanta Fed Economy Now My approach to forecasting is similar to the EconomyNow model used by the Atlanta F...