Forecasting from multi-equation econometric micromodels
Auteur :
Wiśniewski, Jerzy Witold
Éditeur :
Springer International Publishing AG
ISBN :
9783031274947
Date de publication :
12 mai 2024
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
Forecasting from multi-equation models has very rarely been the focus in econometric literature. The procedure of forecast building from systems of interdependent equations is presented for two categories of econometric models: models with a feedback effect and models with closed-loop links between interdependent variables.