Alternative Models for Forecasting Macroeconomic Indicators in Kazakhstan

Saken Pirmakhanov

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Alternative Models for Forecasting Macroeconomic Indicators in Kazakhstan

机译：哈萨克斯坦宏观经济指标的预测替代模型

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This paper indicates special aspects of using vector auto-regression models to forecast rates of basic macroeconomic indicators in short term. In particular, traditional vector auto-regression model, Bayesian vector auto-regression model and factor augmented vector auto-regression model are shown. For parameter estimation of these models the author uses time series of Kazakhstani macroeconomic indicators between 1996 and 2015 quarterly. In virtue of mean-root-square error prediction the conclusion of optimal model is going to be chosen.

机译：本文指出了使用向量自回归模型来预测基本宏观经济指标的短期利率的特殊方面。特别地，示出了传统的向量自回归模型，贝叶斯向量自回归模型和因子增强向量自回归模型。为了对这些模型进行参数估计，作者使用了1996至2015年季度的哈萨克斯坦宏观经济指标时间序列。借助于均方根误差预测，将选择最佳模型的结论。

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来源
《International Journal of Applied Management Sciences and Engineering》 |2017年第1期|1-15|共15页
作者
Saken Pirmakhanov;
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作者单位

Dongbei University of Finance and Economics, Astana, Kazakhstan;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Bayesian Estimation; Kazakhstan; Macroeconomic Indicators; Principal Components; Vector Auto-Regression;

机译：贝叶斯估计哈萨克斯坦;宏观经济指标;主要组成部分;向量自回归;

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Alternative Models for Forecasting Macroeconomic Indicators in Kazakhstan

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