Do we need a global VAR model to forecast inflation and output in South Africa?
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
|
Subject: | South Africa | global vector autoregressive (GVAR) model | Bayesian vector autoregressive (BVAR) model | forecasting | VAR-Modell | VAR model | Südafrika | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Prognose | Forecast | Wirtschaftsprognose | Economic forecast | Inflation | Zeitreihenanalyse | Time series analysis |
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