Forecasting Using Different VAR models with different Economic Indicators

نوع المستند : المقالة الأصلية

المؤلف

Faculty of Commerce –Port Said University

المستخلص

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 .

الكلمات الرئيسية