Forecasting macroeconomic variables in a small open economy: A comparison between small- and large-scale models

Journal of Forecasting

Volumn 29, Issue 1-2, 2010, Pages 168-185

  Gupta, Rangan ^a   Kabundi, Alain ^b  

^a UNIVERSITY OF PRETORIA   (South Africa)

^b UNIVERSITY OF JOHANNESBURG   (South Africa)

Author keywords

Dynamic factor model; Forecast accuracy; New Keynesian dynamic stochastic model; Small open economy; Vector autoregressions

Indexed keywords

ECONOMICS; FINANCE; FORECASTING; GROWTH RATE; MEAN SQUARE ERROR; REGRESSION ANALYSIS; STOCHASTIC SYSTEMS;

DYNAMIC FACTOR MODELING; EXCHANGE RATES; FORECAST ACCURACY; LARGE-SCALES; MACROECONOMIC VARIABLES; NEW KEYNESIAN DYNAMIC STOCHASTIC MODEL; SMALL OPEN ECONOMY; SMALL-SCALE MODELING; STOCHASTIC-MODELING; VECTOR AUTOREGRESSIONS;

STOCHASTIC MODELS;

EID: 77449126261     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1143     Document Type: Article

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