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The aim of this study is to compare the ex post forecast accuracies of VAR, ARIMA, ES, Combining and Add-factor methods … consumption for the period of 1987:1-1999:4. Beside private consumption, for VAR method, the Turkish GDP data is employed for the … this analysis, the combining model of VAR-ES is found the best among others. …
Persistent link: https://www.econbiz.de/10015254084
paper follows impulse-response (IR) functions through VAR models in which consumption, GDP, tax and debt series are employed …
Persistent link: https://www.econbiz.de/10015257140
paper follows impulse-response (IR) functions through VAR models in which consumption, GDP, tax and debt series are employed …
Persistent link: https://www.econbiz.de/10015257163
Recent financial crises and especially large corporate bankruptcies, have led bank managements and financial authorities to follow and monitor both financial and real sector risks, and to focus on firm failures. Bank of International Settlements, has therefore, taken the decision to include the...
Persistent link: https://www.econbiz.de/10015242477
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