نتایج جستجو برای: macro econometric model
تعداد نتایج: 2131657 فیلتر نتایج به سال:
The difficulty of accounting for expectational effects in macro-economic models is well known. The standard procedure in dealing with this problem in the construction of large-scale macro-econometric models is to use current and lagged values as “proxies” for expected future values. An alternative procedure is to assume that expectations are rational. Although the assumption of rational expecta...
We summarize the history of macroeconometric system modelling as having produced four generations of models. Over time the principles underlying the model designs have been extended to incorporate eight major features. Because models often evolve in response to external events we are led to ask what has happened to models used in the policy process since the financial crisis on 2008/9. We find ...
Using quarterly Taiwan economic data, we demonstrate that deeper understanding of relations between variables and substantial gains in forecasting can be obtained by applying econometric and statistical tools to the traditional macroeconometric models. The improvement in forecasting accuracy is illustrated by outof-sample forecasts, and the models employed in the comparison include univariate t...
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