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A multivariate time series approach to modelling macroeconomic sequences

✍ Scribed by J. Ledolter

Publisher
Springer-Verlag
Year
1977
Tongue
English
Weight
874 KB
Volume
2
Category
Article
ISSN
0377-7332

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## Abstract The method of mortality forecasting proposed by Lee and Carter describes a time series of age‐specific log‐death rates as a sum of an independent of time age‐specific component and a bilinear term in which one of the component is a time‐varying factor reflecting general change in mortal