Identyfikatory
Warianty tytułu
Języki publikacji
Abstrakty
The problem of constructing mathematical model for short-term fore-casting of GDP is considered. First, extended autoregression is constru-cted that takes two additional independent variables into consideration. The model resulted provides a possibility for generating short-term forecasts of GDP though not of high quality. Another model was constructed in the form of a Bayesian network. The model turned out to be better than the multiple regression, it provides quite good estimates for probabilities of GDP growth direction.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Strony
88--97
Opis fizyczny
Bibliogr. 10 poz., fig., tab.
Twórcy
autor
- Postgraduate student, National Technical University of Ukraine “Kyiv Polytechnic Institute”, Institute for Applied System Analysis, 03056, building № 35, 37 Prosp. Peremohy, NTUU “KPI”, Kiev, Ukraine
autor
- National Technical University of Ukraine “Kyiv Polytechnic Institute”, Institute for Applied System Analysis, 03056, building № 35, 37 Prosp. Peremohy, NTUU “KPI”, Kiev, Ukraine
Bibliografia
- [1] Hoogstrate A., Palm F., Pfann G.: Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates. Journal of Business & Economic Statistics, 2000, Vol. 18, No. 3, pp. 274–283.
- [2] Forni M., Hallin M., Lippi M., Reichlin L.: The Generalized Dynamic-Factor Model: Identification and Estimation. The Review of Economics and Statistics, 2000, Vol. 82, No. 4, pp. 540–554.
- [3] Banbura M., Rünstler G.: A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP. International Journal of Forecasting, 2011, Vol. 27, No. 2, pp. 333–346.
- [4] Branson W.: Macroeconomic theory and policy. New York: Harper & Row Publishers, 1989, p. 656.
- [5] Delurgio S.A.: Forecasting principles and applications. McGraw-Hill, Boston 1998, p. 802.
- [6] Rutkowski L.: Metody i techniki sztucznej inteligencji. Wydawnictwo Naukowe PWN, Warszawa 2005, p. 520.
- [7] Pole A., West M., Harrison J.: Applied Bayesian forecasting and time series analysis. Chapman & Hall/CRC, New York 1994, p. 409.
- [8] Macroeconomics / Ed. by V.D. Basilevych, Znannya, Kyiv 2007, p. 703.
- [9] The State Statistical Service of Ukraine: http://www.ukrstat.gov.ua
- [10] Zgurowsky M.Z., Bidyuk P.I., Terentyev O.M., Prosyankina T.I.: Bayesian networks and decision trees. Edelveis, Kyiv 2015, p. 360.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-2f78edfa-c726-4e8d-9a3d-07daabe4e79f