Forecasting Key Macroeconomic Variables of the South African Economy using Bayesian Variable Selection

Mirriam Chitalu Chama-Chiliba; Rangan Gupta; Nonophile Nkambule; Naomi Tlotlego

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Forecasting Key Macroeconomic Variables of the South African Economy using Bayesian Variable Selection

机译：贝叶斯变量选择预测南非经济的关键宏观经济变量

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This study analyzed the forecasting performances of various multivariate models in predicting 1-8-quarters-ahead of the growth rate of GDP, the consumer price index inflation rate and the three months Treasury bill rate for South Africa over an out-of-sam

机译：这项研究分析了预测各种多元模型的性能，在预测1-8季度 - 超出GDP的增长率，消费者价格指数通胀率和三个月的南非财政部金额超过山姆

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《Journal of Applied Sciences》 |2012年第7期|共8页
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Mirriam Chitalu Chama-Chiliba; Rangan Gupta; Nonophile Nkambule; Naomi Tlotlego;
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机译：马尔可夫切换的小型开放经济动态随机一般均衡模型预测南非的宏观经济变量
2. A DSGE-VAR model for forecasting key South African macroeconomic variables [J] . Rangan Gupta, Rudi Steinbach Economic modelling . 2013,第jula期

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3. Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors [J] . Yang Aijun, Xiang Ju, Shu Lianjie, Computational economics . 2018,第2期

机译：具有高相关性的预测因子用于预测宏观经济变量的具有相关先验的稀疏贝叶斯变量选择
4. Forecasting Stock Price Using Macroeconomic Variables: A Hybrid ARDL, ARIMA and Artificial Neural Network [C] . International Conference on Information and Financial Engineering . 2009

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5. Bayesian Computation for Variable Selection and Multivariate Forecasting in Dynamic Models [D] . Lavine, Isaac. 2020

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6. Exploring dependence between categorical variables: Benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms [O] . Michail Papathomas, Sylvia Richardson -1

机译：探索类别变量之间的依存关系：在贝叶斯聚类中使用变量选择相对于具有交互项的对数线性建模的好处和局限性
7. Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model [O] . Mehmet Balcilar, Rangan Gupta, Kevin Kotzé 2016

机译：用马尔可夫切换小开放式动态随机通用均衡模型预测南非宏观经济变量

Forecasting Key Macroeconomic Variables of the South African Economy using Bayesian Variable Selection

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