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59252

Forecasting Using Different VAR models with different Economic Indicators

Article

Last updated: 24 Dec 2024

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Abstract

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 .

DOI

10.21608/jsst.2017.59252

Keywords

Vector Autoregressive (VAR) – VARX – SVAR

Authors

First Name

Niveen

Last Name

Ali Mohammed Elmor

MiddleName

-

Affiliation

Faculty of Commerce –Port Said University

Email

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City

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Orcid

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Volume

18

Article Issue

العدد الأول - الجزء الأول

Related Issue

8977

Issue Date

2017-01-01

Receive Date

2019-11-15

Publish Date

2017-01-01

Page Start

436

Page End

464

Print ISSN

2090-5327

Online ISSN

2682-3543

Article File

JSST_Volume 18_Issue العدد الأول - الجزء الأول_Pages 436-464.pdf

PDF . 1.2MB

Link

https://jsst.journals.ekb.eg/article_59252.html

Detail API

https://jsst.journals.ekb.eg/service?article_code=59252

Order

18

Type

المقالة الأصلية

Type Code

1,048

Publication Type

Journal

Publication Title

مجلة البحوث المالية والتجارية

Publication Link

https://jsst.journals.ekb.eg/

MainTitle

Forecasting Using Different VAR models with different Economic Indicators

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Article

Created At

22 Jan 2023