Browsing Economic and Management Sciences by Subject "VAR forecasts"

Browsing Economic and Management Sciences by Subject "VAR forecasts"

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  • Bayesian methods of forecasting inventory investment in South Africa 
    Gupta, Rangan (University of Pretoria, Department of Economics, 2007-02)
    This paper develops a Bayesian Vector Error Correction Model (BVECM) for forecasting inventory investment in South Africa. The model is estimated using quarterly data on actual sales, production, unfilled orders, price ...
  • Bayesian methods of forecasting inventory investment in South Africa 
    Gupta, Rangan (Wiley-Blackwell, 2009-03)
    This paper develops a Bayesian Vector Error Correction Model (BVECM) for forecasting inventory investment. The model is estimated using South African quarterly data on actual sales, production, unfilled orders, price level ...
  • Forecasting the South African economy : a DSGE-VAR approach 
    Gupta, Rangan; Lui, Guangling; Schaling, Eric (University of Pretoria, Department of Economics, 2007-07-30)
    This paper develops an estimable hybrid model that combines the micro-founded DSGE model with the °exibility of the theoretical VAR model. The model is estimated via the maximum likelihood technique based on quarterly ...
  • Modelling and forecasting the metical-rand exchange rate 
    Gupta, Rangan; Zita, Samuel (University of Pretoria, Department of Economics, 2007-02)
    This paper investigates the ability of the Dornbusch (1976) sticky-price model for the nominal metical-rand exchange rate, over the period 1994:1-2005:4 in explaining the exchange rate movements of Mozambique. Based on ...
  • Predicting downturns in US housing market : a Bayesian approach 
    Gupta, Rangan; Das, Sonali (Springer, 2010)
    This paper estimates Bayesian Vector Autoregressive (BVAR) models, both spatial and non-spatial (univariate and multivariate), for the twenty largest states of the US economy, using quarterly data over the period ...
  • Predicting downturns in US housing market : a Bayesian approach 
    Gupta, Rangan; Das, Sonali (University of Pretoria, Department of Economics, 2008-06)
    This paper estimates Bayesian Vector Autoregressive (BVAR) models, both spatial and non-spatial (univariate and multivariate), for the twenty largest states of the US economy, using quarterly data over the period 1976:Q1 ...
  • A small-scale DSGE model for forecasting the South African economy 
    Liu, Guangling; Gupta, Rangan (Blackwell, 2007-06)
    This paper uses a version of Hansen's (1985) Dynamic Stochastic General Equilibrium (DSGE) model to forecast the South African economy. The calibrated model, based on annual data over the period of 1970-2000, is used to ...
  • Spatial Bayesian methods of forecasting house prices in six metropolitan areas of South Africa 
    Gupta, Rangan; Das, Sonali (Blackwell, 2008-06)
    This paper estimates Spatial Bayesian Vector Autoregressive (SBVAR) models, based on the First-Order Spatial Contiguity and the Random Walk Averaging priors, for six metropolitan areas of South Africa, using monthly data ...