A Litterman BVAR approach for production forecasting of technology industries

Technological Forecasting and Social Change

Volumn 70, Issue 1, 2003, Pages 67-82

  Hsu, Po Hsuan ^a   Wang, Chi Hsiu ^a   Shyu, Joseph Z ^a   Yu, Hsiao Cheng ^a  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Autoregression (AR); Bayesian vector autoregression (BVAR); Industrial clusters; Production forecasting; Vector autoregression (VAR)

Indexed keywords

PRODUCTION; STATISTICAL METHODS;

PHOTONICS INDUSTRIES;

TECHNOLOGICAL FORECASTING;

FORECASTING METHOD; INDUSTRIAL PRODUCTION; METHODOLOGY; SCIENCE AND TECHNOLOGY;

TAIWAN;

EID: 0037210599     PISSN: 00401625     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0040-1625(01)00142-1     Document Type: Article

References (38)

1. Macroeconomics and reality
2. Forecasting and conditional projection using realistic prior distributions
3. Forecasting with Bayesian vector autoregressions-five years of experience
4. How monetary policy in 1985 affects the outlook
5. Developing a Bayesian vector autoregression forecasting model
6. Vector autoregression modeling and forecasting
7. A BVAR model for the connecticut economy
8. Structural, VAR and BVAR models of exchange rate determination: A comparison of their forecasting performance
9. forecasting US homes sales using BVAR models and survey data on households' buying attitudes for homes
10. Aggregate and disaggregate sector forecasting using consumer confidence measures
11. BVAR as a category management tool. An illustration and comparison with alternative techniques
12. An integrated Bayesian vector autoregression and error correction model for forecasting electricity consumption and prices
13. The determination of the order of an autoregression
14. Order determination for a multivariate autoregression
15. Estimating the dimension of a model
16. Monthly data and short-term forecasting: An assessment of monthly data in VAR model
17. Modeling the persistence of conditional variance
18. Bayesian analysis of vector ARMA models using Gibbs sampling
19. Fuzzy seasonal time series for forecasting the production value of the mechanical industry in Taiwan
20. Numerical method for estimation and inference in Bayesian VAR-models
21. Energy consumption, survey data and the prediction of industrial production in Italy: A comparison and combination of different models
22. Time series forecasting models involving power transformation
23. Forecasting macroeconomic variables using data of different periodicities
24. Business cycle analysis and forecasting with a structure vector autoregression model for Wales
25. Multiple cointegrating vectors, error correction, and forecasting with Litterman's model
26. Vector autoregression modeling and forecasting growth of South Korea
27. Forecasting cointegrated series with BVAR models
28. The development strategies for Taiwan's semiconductor industry