The Use of Varma Models in Forecasting Macroeconomic Indicators
نویسندگان
چکیده
منابع مشابه
The Use of Varma Models in Forecasting Macroeconomic Indicators
Although the scalar components methodology used to build VARMA models is rather difficult, the VAR models application being easier in practice, the forecasts based on the first models have a higher degree of accuracy. This statement is demonstrated for variables like the 3-month Treasury bill rate and the spread between the 10 year government bond yield, where the quarterly data are from the U....
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ژورنال
عنوان ژورنال: ECONOMICS & SOCIOLOGY
سال: 2013
ISSN: 2071-789X,2306-3459
DOI: 10.14254/2071-789x.2013/6-2/9