Forecasting from Multi-equation Econometric Micromodels
Book Details
Format
Hardback or Cased Book
Book Series
Contributions to Economics
ISBN-10
3031274911
ISBN-13
9783031274916
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 12th, 2023
Print length
148 Pages
Product Classification:
Economic theory & philosophyEconometricsEconomic statisticsProbability & statistics
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Forecasting from multi-equation models has very rarely been the focus in econometric literature. 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.
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