VAR forecasting models of the Australian economy: A preliminary analysis

Trevor, RG; Thorp, SJ

VAR forecasting models of the Australian economy: A preliminary analysis

Trevor, RG Thorp, SJ

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Publisher:: Wiley-Blackwell Publishing Asia
Publication Type:: Journal Article
Citation:: Australian Economic Papers, 1988, 27 (SUPP), pp. 108 - 120
Issue Date:: 1988-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Trevor, RG	en_US
dc.contributor.author	Thorp, SJ	en_US
dc.date.issued	1988-01	en_US
dc.identifier.citation	Australian Economic Papers, 1988, 27 (SUPP), pp. 108 - 120	en_US
dc.identifier.issn	0004-900X	en_US
dc.identifier.uri	http://hdl.handle.net/10453/13941
dc.description.abstract	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.	en_US
dc.publisher	Wiley-Blackwell Publishing Asia	en_US
dc.relation.ispartof	Australian Economic Papers	en_US
dc.subject.classification	Economics	en_US
dc.title	VAR forecasting models of the Australian economy: A preliminary analysis	en_US
dc.type	Journal Article
utslib.citation.volume	SUPP	en_US
utslib.citation.volume	27	en_US
utslib.for	140207 Financial Economics	en_US
utslib.for	14 Economics	en_US
utslib.for	15 Commerce, Management, Tourism and Services	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Strength - CENSOC - Study of Choice
utslib.copyright.status	closed_access
pubs.consider-herdc	false	en_US
pubs.issue	SUPP	en_US
pubs.volume	27	en_US

Abstract:

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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http://hdl.handle.net/10453/13941