A Vector Error-Correction Forecasting Model of the U.S. Economy

A Vector Error-Correction Forecasting Model of the U.S. Economy: Comment

Survey of Money- Output Causality: Case Study of Iran, Based on Vector Error Correction Model (VECM)

This study investigated the dynamic relationship between money, prices and output in a multivariate structure of casualty analysis in Iran for the two period of 1969 to 2012 (entire period) and 1989 to 2012 (sub-period). This statistical framework has been projected for situations where causal links may have changed over the sample period. Results of a three-variable Vector Error Correction Mod...

Comparison of Neural Network Models, Vector Auto Regression (VAR), Bayesian Vector-Autoregressive (BVAR), Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) Process and Time Series in Forecasting Inflation in ‎Iran‎

‎This paper has two aims. The first is forecasting inflation in Iran using Macroeconomic variables data in Iran (Inflation rate, liquidity, GDP, prices of imported goods and exchange rates) , and the second is comparing the performance of forecasting vector auto regression (VAR), Bayesian Vector-Autoregressive (BVAR), GARCH, time series and neural network models by which Iran's inflation is for...

Assessment of financial stability in the banking sector

The aims of the present study are developing a financial stability index (FSI) using banking indices to measure financial stability in Iran, and examining the relationship between financial stability and macroeconomic variables for policymaking. To these ends, we have employed principal-component analysis, out of sample forecasting, Autoregressive Integrated Moving Average (ARIMA) method, and V...

A Wavelet Support Vector Machine Combination Model for Daily Suspended Sediment Forecasting

Abstract In this study, wavelet support vector machine (WSWM) model is proposed for daily suspended sediment (SS) prediction. The WSVM model is achieved by combination of two methods; discrete wavelet analysis and support vector machine (SVM). The developed model was compared with single SVM. Daily discharge (Q) and SS data from Yadkin River at Yadkin College, NC station in the USA were used. I...