| 书目名称 | Forecasting from Multi-equation Econometric Micromodels |
| 编辑 | Jerzy Witold Wiśniewski |
| 视频video | |
| 概述 | Explains the complexity of the topics in an accesible and readible manner.Includes empirical examples that are based on real data.Provides an overview of the different types of forecasting models |
| 丛书名称 | Contributions to Economics |
| 图书封面 |  |
| 描述 | .Forecasting from multi-equation models has very rarely been the focus in econometric literature. In response, this book presents a range of methodologies to approach this complex field and offers readers essential information on forecasting from multi-equation econometric micromodels..In the twentieth century, significant interest in econometric macromodels emerged. These multi-equation models are mostly systems of interdependent equations, most often used to describe the national economies of various countries. The book analyzes econometric forecasting procedures and illustrates them with empirical examples that are based on real economic (mostly business-derived) data. The procedure of forecast building from systems of interdependent equations is presented for two categories of econometric models: models with a feedback effect and models with closed-loop links between interdependent variables. .The forecasts obtained via this technique are compared with the results derived from reduced-form equations of the respective econometric model. The author also generalizes the rules of the reduced-recursive (helical, iterative) procedure application, against the backdrop of the proposed |
| 出版日期 | Book 2023 |
| 关键词 | Simulations; Economic Forecasting; Theory Decisions; Economic Prediction; Interdependent Equations; Econo |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-27492-3 |
| isbn_softcover | 978-3-031-27494-7 |
| isbn_ebook | 978-3-031-27492-3Series ISSN 1431-1933 Series E-ISSN 2197-7178 |
| issn_series | 1431-1933 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 16:28:19
