Pirmakhanov, Saken - In: International Journal of Applied Management Sciences … 4 (2017) 1, pp. 1-15
of Kazakhstani macroeconomic indicators between 1996 and 2015 quarterly. In virtue of mean-root-square error prediction …This paper indicates special aspects of using vector auto-regression models to forecast rates of basic macroeconomic … indicators in short term. In particular, traditional vector auto-regression model, Bayesian vector auto-regression model and …