Tracking the mutant: forecasting and nowcasting covid-19 in the UK in 2021
Accepted version
Peer-reviewed
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Abstract
A new class of time series models is used to track the progress of the COVID-19 epidemic in the UK in early 2021. Models are fitted to England and the regions, as well as to the UK as a whole. The growth rate of the daily number of cases and the instantaneous reproduction number are computed regularly and compared with those produced by SAGE. The results from figures published each day are compared with results based on figures by specimen date, which may be more accurate but are subject to substantial revisions. It is then shown how data from the two different sources can be combined in bivariate models.
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Keywords
data revisions, epidemic, Kalman filter, reproduction number (R), state-space model
Journal Title
National Institute Economic Review
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Journal ISSN
0027-9501
1741-3036
1741-3036
Volume Title
256
Publisher
Cambridge University Press (CUP)
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All rights reserved
Sponsorship
AH is grateful to the University of Cambridge Keynes Fund for support on the project Persistence and Forecasting in Climate and Environmental
Econometrics.