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Forecasting using different VAR models with different economic indicators
Author
Source
[Journal of Financial and Commercial Research]
Issue
Vol. 18, Issue 1 (31 Mar. 2017), pp.1-29, 29 p.
Publisher
Port Said University Faculty of Commerce
Publication Date
2017-03-31
Country of Publication
Egypt
No. of Pages
29
Main Subjects
Economics & Business Administration
Abstract 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 .
American Psychological Association (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
Modern Language Association (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
American Medical Association (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
Data Type
Journal Articles
Language
English
Record ID
BIM-930836