Measuring the accuracy of forecasting using integrated VAR models
Author
Source
[Journal of Financial and Commercial Research]
Issue
Vol. 18, Issue 1 (31 Mar. 2017), pp.1-24, 24 p.
Publisher
Port Said University Faculty of Commerce
Publication Date
2017-03-31
Country of Publication
Egypt
No. of Pages
24
Main Subjects
Economics & Business Administration
Abstract EN
This study addressed the problem of prediction integration.
Different weighting methods are applied to different VAR models.
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.
An evaluation of the integration between predections is presented.
The results showed that the combined models prediction is better than normal models.
The BICW method is the best combining method.
American Psychological Association (APA)
al-Murr, Nifin Ali Muhammad. 2017. Measuring the accuracy of forecasting using integrated VAR models. [Journal of Financial and Commercial Research]،Vol. 18, no. 1, pp.1-24.
https://search.emarefa.net/detail/BIM-930881
Modern Language Association (MLA)
al-Murr, Nifin Ali Muhammad. Measuring the accuracy of forecasting using integrated VAR models. [Journal of Financial and Commercial Research] Vol. 18, no. 1 (2017), pp.1-24.
https://search.emarefa.net/detail/BIM-930881
American Medical Association (AMA)
al-Murr, Nifin Ali Muhammad. Measuring the accuracy of forecasting using integrated VAR models. [Journal of Financial and Commercial Research]. 2017. Vol. 18, no. 1, pp.1-24.
https://search.emarefa.net/detail/BIM-930881
Data Type
Journal Articles
Language
English
Record ID
BIM-930881