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Table 2 Posterior mean of \(\omega _{\theta ,t_{1}}\) for the monthly logarithm of the CPI, EAI and TNE

From: A robust Bayesian dynamic linear model for Latin-American economic time series: “the Mexico and Puerto Rico cases”

Month/year \(E(\omega _{\theta ,t_{1}}|y_{1:T})\)-CPI
May 1980 0.26805231
Mar 1986 0.45021372
Jul 1989 0.15716954
Sep 1990 0.25732717
Mar 1991 0.46168657
Jan 1992 0.35024676
Oct 1994 0.47112292
Jul 2001 0.41570839
Apr 2005 0.20405587
Sep 2005 0.07041677
Dec 2005 0.26448903
Apr 2006 0.25815601
May 2006 0.47095720
Dec 2006 0.12863052
Jun 2008 0.26322651
Nov 2008 0.10991814
Dec 2008 0.13796592
Jan 2009 0.43613370
Jun 2009 0.37176951
  \(E(\omega _{\theta ,t_{1}}|y_{1:T})\)-EAI
Jul 1980 0.4805507
Mar 1983 0.3128145
Dec 1987 0.4969033
Sep 1989 0.2555551
Dec 1989 0.2868322
Jan 1990 0.4662116
Jul 1996 0.2527494
Dec 1996 0.3596205
Sep 1998 0.1603856
Oct 1998 0.3832146
Nov 1998 0.2897125
Dec 1998 0.2202965
Dec 2001 0.4586847
Jul 2005 0.3384897
  \(E(\omega _{\theta ,t_{1}}|y_{1:T})\)-TNE
Aug 1989 0.4428376
Aug 1990 0.4871985
Jul 2009 0.4016160