Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era

56 Pages Posted: 8 Jun 2016

See all articles by Kurt F. Lewis

Kurt F. Lewis

Board of Governors of the Federal Reserve System

Charles H. Whiteman

Pennsylvania State University - Smeal College of Business

Date Written: 2006

Abstract

The track record of a sixteen-year history of density forecasts of state tax

Suggested Citation

Lewis, Kurt F. and Whiteman, Charles H., Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era (2006). Bundesbank Series 1 Discussion Paper No. 2006,28, Available at SSRN: https://ssrn.com/abstract=2785255 or http://dx.doi.org/10.2139/ssrn.2785255

Kurt F. Lewis (Contact Author)

Board of Governors of the Federal Reserve System ( email )

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United States

HOME PAGE: http://kurtflewis.com

Charles H. Whiteman

Pennsylvania State University - Smeal College of Business

University Park, PA 16802
United States
814-863-0448 (Phone)

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