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Macroeconomic model reference

ETS (exponential smoothing) Model

Error / trend / seasonality state-space framework that decomposes a series into smoothed components and forecasts forward.

Empirical forecasting models · Derivation

ETS (exponential smoothing) estimation: assumptions and equations

Trace the ETS (exponential smoothing) estimation through assumptions, notation, equations, and failure cases.

Macro by Mark

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Output and incomeBusiness cyclesPrices and inflationReal and nominal

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