Forecasting using different VAR models with different economic indicators

المؤلف

al-Murr, Nifin Ali Muhammad

المصدر

[Journal of Financial and Commercial Research]

العدد

المجلد 18، العدد 1 (31 مارس/آذار 2017)، ص ص. 1-29، 29ص.

الناشر

جامعة بورسعيد كلية التجارة

تاريخ النشر

2017-03-31

دولة النشر

مصر

عدد الصفحات

29

التخصصات الرئيسية

العلوم الاقتصادية والمالية وإدارة الأعمال

الملخص EN

This study addressed the problem of prediction integration.

Different weighting methods are applied to different VAR models.

In this study, some economic time series such as unemployment rates, economic growth rates and the general government expenditure series are used to study their effect on each other through the use of VAR , VARX and SVAR models.

In this study, an evaluation of the integration between predections is presented .

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

al-Murr, Nifin Ali Muhammad. 2017. Forecasting using different VAR models with different economic indicators. [Journal of Financial and Commercial Research]،Vol. 18, no. 1, pp.1-29.
https://search.emarefa.net/detail/BIM-930836

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

al-Murr, Nifin Ali Muhammad. Forecasting using different VAR models with different economic indicators. [Journal of Financial and Commercial Research] Vol. 18, no. 1 (2017), pp.1-29.
https://search.emarefa.net/detail/BIM-930836

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

al-Murr, Nifin Ali Muhammad. Forecasting using different VAR models with different economic indicators. [Journal of Financial and Commercial Research]. 2017. Vol. 18, no. 1, pp.1-29.
https://search.emarefa.net/detail/BIM-930836

نوع البيانات

مقالات

لغة النص

الإنجليزية

رقم السجل

BIM-930836