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Modeling and forecasting currency in circulation for liquidity management in Nigeria
Ikoku, Alvan - In: CBN journal of applied statistics 5 (2014) 1, pp. 79-104
Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the …
Persistent link: https://www.econbiz.de/10011474285
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Time series modeling and forecasting inflation : evidence from Nigeria
Kelikume, Ikechukwu; Salami, Adedoyin - In: The international journal of business and finance … 8 (2014) 2, pp. 41-51
Persistent link: https://www.econbiz.de/10010222062
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Modeling and forecasting regional tourism demand using the Bayesian global vector autoregressive (BGVAR) model
Assaf, A. Georges; Li, Gang; Song, Haiyan; Tsionas, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 383-397
Persistent link: https://www.econbiz.de/10011982830
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The financial accelerator and the real economy : a small macroeconometric model for Norway with financial frictions
Hammersland, Roger; Træe, Cathrine Bolstad - In: Economic modelling 36 (2014), pp. 517-537
Persistent link: https://www.econbiz.de/10010416399
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Analysing and forecasting price dynamics across euro area countries and sectors : a panel VAR approach
Dées, Stéphane; Güntner, Jochen - 2014
This paper uses a panel VAR (PVAR) approach to estimating, analysing and forecasting price dynamics in four different …
Persistent link: https://www.econbiz.de/10010411883
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Macroeconomic link to Indian capital market : a post-liberalization evidence
Ray, Hirak; Sarkar, Joy - In: Modern economy 5 (2014) 4, pp. 272-288
Persistent link: https://www.econbiz.de/10010412793
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Directed graphs and variable selection in large vector autoregressive models
Bertsche, Dominik; Brüggemann, Ralf; Kascha, Christian - 2019 - First draft: July 17, 2017, this version: December 10, 2018
We represent the dynamic relation among variables in vector autoregressive (VAR) models as directed graphs. Based on … need to be included in a VAR if interest is in forecasting or impulse response analysis of a given set of variables. We …-step causal for the variables of interest by relating the paths in the graph to the coefficients of the "direct" VAR …
Persistent link: https://www.econbiz.de/10012317407
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A financial accelerator in the business sector of a macroeconometric model of a small open economy
Benedictow, Andreas; Hammersland, Roger - In: Economic systems 44 (2020) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012593327
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How good are out of sample forecasting tests on DSGE models?
Minford, Patrick; Xu, Yongdeng; Zhou, Peng - In: Italian economic journal 1 (2015) 3, pp. 333-351
Persistent link: https://www.econbiz.de/10011544832
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Forecasting inbound tourists in Cambodia
Tanaka, Kiyoyasu - 2016
Persistent link: https://www.econbiz.de/10011546772