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

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

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  • 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 with Gibbs sampled BVECMs 
    Gupta, Rangan (Blackwell, 2007-12)
    The paper uses the Gibbs sampling technique to estimate a heteroscedastic Bayesian Vector Error Correction Model (BVECM) of the South African economy for the period 1970:1-2000:4, and then forecasts GDP, consumption, ...