Forecasting from Multi-equation Econometric Micromodels

Name: Forecasting from Multi-equation Econometric Micromodels
Brand: Springer, Berlin
SKU: 9783031274916
Price: 99.84 EUR
Availability: InStock

Autor: Jerzy Witold Wisniewski

Jazyk:

Väzba: Pevná

Vydavateľ: Springer, Berlin

Dostupnosť: Skladom u dodávateľa

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Forecasting from multi-equation models has very rarely been the focus in econometric literature. In...

Informácie o knihe

Autor

Jerzy Witold Wisniewski

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2023

Stránok

156

EAN

9783031274916

Enbook ID

42849727

Vydavateľ

Springer, Berlin

Hmotnosť

399

Rozmery

155 x 235

Kompletný popis

Forecasting from multi-equation models has very rarely been the focus in econometric literature. In response, this book presents a range of methodologies to approach this complex field and offers readers essential information on forecasting from multi-equation econometric micromodels.In the twentieth century, significant interest in econometric macromodels emerged. These multi-equation models are mostly systems of interdependent equations, most often used to describe the national economies of various countries. The book analyzes econometric forecasting procedures and illustrates them with empirical examples that are based on real economic (mostly business-derived) data. The procedure of forecast building from systems of interdependent equations is presented for two categories of econometric models: models with a feedback effect and models with closed-loop links between interdependent variables. The forecasts obtained via this technique are compared with the results derived from reduced-form equations of the respective econometric model. The author also generalizes the rules of the reduced-recursive (helical, iterative) procedure application, against the backdrop of the proposed method of forecast building from reduced-form equations of systems of interdependent equations. Given its scope, the book will appeal not only to PhD students and researchers, but also undergraduate students and academics in general.

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Forecasting from Multi-equation Econometric Micromodels

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