VAR forecasting models of the Australian economy: A preliminary analysis

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dc.contributor.author Trevor, RG
dc.contributor.author Thorp, SJ
dc.date.accessioned 2011-02-07T06:26:12Z
dc.date.issued 1988-01
dc.identifier.citation Australian Economic Papers, 1988, 27 (SUPP), pp. 108 - 120
dc.identifier.issn 0004-900X
dc.identifier.other C1UNSUBMIT 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.
dc.format Yes
dc.publisher Wiley-Blackwell Publishing Asia
dc.title VAR forecasting models of the Australian economy: A preliminary analysis
dc.type Journal Article
dc.parent Australian Economic Papers
dc.journal.volume SUPP
dc.journal.volume 27
dc.journal.number SUPP en_US
dc.publocation Adelaide, Australia en_US
dc.identifier.startpage 108 en_US
dc.identifier.endpage 120 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140207 Financial Economics
dc.personcode 995378
dc.percentage 100 en_US
dc.classification.name Financial Economics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
pubs.organisational-group /University of Technology Sydney/Strength - Study of Choice
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Closed (ID: 3)


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