VAR forecasting models of the Australian economy: A preliminary analysis

Wiley-Blackwell Publishing Asia
Publication Type:
Journal Article
Australian Economic Papers, 1988, 27 (SUPP), pp. 108 - 120
Issue Date:
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Investigates whether extremely cheap and relatively simple vector autoregressive (VAR) models produce sensible forecasts of major Australian macroeconomic variables. Accuracy of ex-ante forecast produced by some representative VAR models; Comparison with other publicly available forecasts; Decisions about the structure of the model in VAR forecasting.
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