Bayesian approach to change point detection of unemployment rate via MCMC methods

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F06%3A00041468" target="_blank" >RIV/67985556:_____/06:00041468 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Bayesian approach to change point detection of unemployment rate via MCMC methods
Original language description
The time series of numbers of new unemployed is analyzed and modeled as a series of Poisson counts. Its intensity parameter is assumed to have a linear shape with a possible jump and trend change. The change is detected with the Markov chain Monte Carloprocedure. An application to Czech Republic data 1998-2003 is presented.
Czech name
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Czech description
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Project
<a href="/en/project/IAA101120604" target="_blank" >IAA101120604: Spatial-temporal point processes and their applications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2006
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 24th International Conference Mathematical Methods in Economics 2006
ISBN
978-80-7043-480-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
University of West Bohemia in Pilsen
Place of publication
Plzeň
Event location
Plzeň
Event date
Sep 13, 2006
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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