Forecasting Using Different VAR models with different Economic Indicators | ||||
| مجلة البحوث المالية والتجارية | ||||
| Article 18, Volume 18, العدد الأول - الجزء الأول - Serial Number 1, January 2017, Page 436-464 PDF (1.13 MB) | ||||
| Document Type: المقالة الأصلية | ||||
| DOI: 10.21608/jsst.2017.59252 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Niveen Ali Mohammed Elmor* | ||||
| Faculty of Commerce –Port Said University | ||||
| 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 . | ||||
| Keywords | ||||
| Vector Autoregressive (VAR) – VARX – SVAR | ||||
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