Do we need a global VAR model to forecast inflation and output in South Africa?
Annari de Waal, Reneé van Eyden and Rangan Gupta
| Year of publication: |
2015
|
|---|---|
| Authors: | Waal, Annari de ; Van Eyden, Reneé ; Gupta, Rangan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 25/27, p. 2649-2670
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| Subject: | South Africa | global vector autoregressive (GVAR) model | Bayesian vector autoregressive (BVAR) model | forecasting | Südafrika | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Inflation | Bayes-Statistik | Bayesian inference | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519635