Forecasting Values of Endogenous Variables in the System of Simultaneous Equations

The article considers systems of simultaneous econometric equations. It offers methods of their application when solving tasks of forecasting macro-economic indicators. It provides an example of its solution for forecasting the volumes of export and import in Russia on the basis of data of the Institute of Complex Strategic Research.

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Year of publication:	2013
Authors:	Naumov Vladimir N.
Published in:	Business Inform. - ISSN 2222-4459. - 2013, 6, p. 63-68
Subject:	forecasting \| systems of simultaneous equations \| endogenous variables \| exogenous variables \| time series \| random component \| macro-economic indicators

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010855291