Browsing Research Articles (Economics) by Subject "VAR forecasts"

Now showing items 1-4 of 4

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 ...
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 ...
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 ...

Now showing items 1-4 of 4

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