hampering efforts at prediction. In this paper, we propose a unified framework for forecasting the global electronics cycle by … constructing a VAR model that captures the economic interactions between leading indicators representing expectations, orders … causality tests. The VAR model is then used to derive the dynamic paths of adjustment of global chip sales in response to …

This paper examines different multivariate models to evaluate what are the main determinants when doing VaR forecasts … and the time sample used for VaR backtesting. The calculated VaR values are then compared using three different testing …

VAR modelling is a frequent technique in econometrics for linear processes. VAR modelling offers some desirable …-order VARMA structure, it cannot be equivalently represented by any finite-order VAR model. On the other hand, a finite … the previous facts, we check in this paper whether subspace-based state space models provide better forecasts than VAR …

Comparative analysis of economic structure and forecasts generated from simultaneous equation, VAR and autoregressive …

forecasting proprieties are still unexplored. In this article we address this problem by examining the quality of forecasts from a … small size DSGE model, a trivariate VAR model and the Philadelphia Fed Survey of Professional Forecasters. The forecast …), to ensure that the information available to the SPF was exactly the same as the data used to estimate the DSGE and VAR …

applications to companies: demand analysis and forecasting of sales, financial econometrics, marketing and integration of macro …

Using sample data from 1960 to 2006, GDP forecasts upto 2050 has been prepared for the Australian economy using the VAR …