Forecasting the South African economy with VARs and VECMs

South African Journal of Economics

Volumn 74, Issue 4, 2006, Pages 611-628

  Gupta, Rangan ^a  

^a UNIVERSITY OF PRETORIA   (South Africa)

Author keywords

BVAR forecasts; BVECM forecasts; Forecast accuracy; VAR and BVAR model; VAR forecasts; VECM and BVECM; VECM forecasts

Indexed keywords

BAYESIAN ANALYSIS; CONSUMPTION BEHAVIOR; FORECASTING METHOD; GROSS DOMESTIC PRODUCT; INTEREST RATE; INVESTMENT; MACROECONOMICS; VECTOR AUTOREGRESSION;

AFRICA; SOUTH AFRICA; SOUTHERN AFRICA; SUB-SAHARAN AFRICA;

EID: 33846708280     PISSN: 00382280     EISSN: 18136982     Source Type: Journal    
DOI: 10.1111/j.1813-6982.2006.00090.x     Document Type: Article

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