Academic literature on the topic 'Economic forecasting Australia Econometric models'
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Journal articles on the topic "Economic forecasting Australia Econometric models"
Perera, Treshani, David Higgins, and Woon-Weng Wong. "The evaluation of the Australian office market forecast accuracy." Journal of Property Investment & Finance 36, no. 3 (April 3, 2018): 259–72. http://dx.doi.org/10.1108/jpif-04-2017-0029.
Full textHeidari, H. "Alternative bvar models for forecasting inflation." Acta Oeconomica 61, no. 1 (March 1, 2011): 61–75. http://dx.doi.org/10.1556/aoecon.61.2011.1.4.
Full textIslam, Tamanna, Ashfaque A. Mohib, and Shahnaz Zarin Haque. "Econometric Models for Forecasting Remittances of Bangladesh." Business and Management Studies 4, no. 1 (December 13, 2017): 1. http://dx.doi.org/10.11114/bms.v4i1.2860.
Full textMasouman, Ashkan, and Charles Harvie. "Forecasting, impact analysis and uncertainty propagation in regional integrated models: A case study of Australia." Environment and Planning B: Urban Analytics and City Science 47, no. 1 (April 16, 2018): 65–83. http://dx.doi.org/10.1177/2399808318767128.
Full textSuryan, Viktor. "ECONOMETRIC FORECASTING MODELS FOR AIR TRAFFIC PASSENGER OF INDONESIA." Journal of the Civil Engineering Forum 3, no. 1 (August 29, 2017): 303. http://dx.doi.org/10.22146/jcef.26594.
Full textLangcake, Sean, and Tim Robinson. "Forecasting the Australian economy with DSGE and BVAR models." Applied Economics 50, no. 3 (April 28, 2017): 251–67. http://dx.doi.org/10.1080/00036846.2017.1319558.
Full textHozer, Józef, and Mariusz Doszyń. "Econometric Models of Propensities." Folia Oeconomica Stetinensia 6, no. 1 (January 1, 2007): 15–25. http://dx.doi.org/10.2478/v10031-007-0008-1.
Full textShen, Ze, Qing Wan, and David J. Leatham. "Bitcoin Return Volatility Forecasting: A Comparative Study between GARCH and RNN." Journal of Risk and Financial Management 14, no. 7 (July 20, 2021): 337. http://dx.doi.org/10.3390/jrfm14070337.
Full textVetakova, Yulia, and Irina Bulgakova. "Economic growth forecasting apparatus in regions with different reproduction structure." E3S Web of Conferences 110 (2019): 02071. http://dx.doi.org/10.1051/e3sconf/201911002071.
Full textTREVOR, R. G., and S. J. THORP. "VAR FORECASTING MODELS OF THE AUSTRALIAN ECONOMY: A PRELIMINARY ANALYSIS." Australian Economic Papers 27, s1 (June 1988): 108–20. http://dx.doi.org/10.1111/j.1467-8454.1988.tb00697.x.
Full textDissertations / Theses on the topic "Economic forecasting Australia Econometric models"
Billah, Baki 1965. "Model selection for time series forecasting models." Monash University, Dept. of Econometrics and Business Statistics, 2001. http://arrow.monash.edu.au/hdl/1959.1/8840.
Full textJeon, Yongil. "Four essays on forecasting evaluation and econometric estimation /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9949690.
Full textAzam, Mohammad Nurul 1957. "Modelling and forecasting in the presence of structural change in the linear regression model." Monash University, Dept. of Econometrics and Business Statistics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9152.
Full textLazim, Mohamad Alias. "Econometric forecasting models and model evaluation : a case study of air passenger traffic flow." Thesis, Lancaster University, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296880.
Full textEnzinger, Sharn Emma 1973. "The economic impact of greenhouse policy upon the Australian electricity industry : an applied general equilibrium analysis." Monash University, Centre of Policy Studies, 2001. http://arrow.monash.edu.au/hdl/1959.1/8383.
Full textKummerow, Max F. "A paradigm of inquiry for applied real estate research : integrating econometric and simulation methods in time and space specific forecasting models : Australian office market case study." Thesis, Curtin University, 1997. http://hdl.handle.net/20.500.11937/1574.
Full textMarshall, Peter John 1960. "Rational versus anchored traders : exchange rate behaviour in macro models." Monash University, Dept. of Economics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9048.
Full textSteinbach, Max Rudibert. "Essays on dynamic macroeconomics." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86196.
Full textENGLISH ABSTRACT: In the first essay of this thesis, a medium scale DSGE model is developed and estimated for the South African economy. When used for forecasting, the model is found to outperform private sector economists when forecasting CPI inflation, GDP growth and the policy rate over certain horizons. In the second essay, the benchmark DSGE model is extended to include the yield on South African 10-year government bonds. The model is then used to decompose the 10-year yield spread into (1) the structural shocks that contributed to its evolution during the inflation targeting regime of the South African Reserve Bank, as well as (2) an expected yield and a term premium. In addition, it is found that changes in the South African term premium may predict future real economic activity. Finally, the need for DSGE models to take account of financial frictions became apparent during the recent global financial crisis. As a result, the final essay incorporates a stylised banking sector into the benchmark DSGE model described above. The optimal response of the South African Reserve Bank to financial shocks is then analysed within the context of this structural model.
Silvestrini, Andrea. "Essays on aggregation and cointegration of econometric models." Doctoral thesis, Universite Libre de Bruxelles, 2009. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210304.
Full textChapter 1 surveys the econometric methodology of temporal aggregation for a wide range of univariate and multivariate time series models.
A unified overview of temporal aggregation techniques for this broad class of processes is presented in the first part of the chapter and the main results are summarized. In each case, assuming to know the underlying process at the disaggregate frequency, the aim is to find the appropriate model for the aggregated data. Additional topics concerning temporal aggregation of ARIMA-GARCH models (see Drost and Nijman, 1993) are discussed and several examples presented. Systematic sampling schemes are also reviewed.
Multivariate models, which show interesting features under temporal aggregation (Breitung and Swanson, 2002, Marcellino, 1999, Hafner, 2008), are examined in the second part of the chapter. In particular, the focus is on temporal aggregation of VARMA models and on the related concept of spurious instantaneous causality, which is not a time series property invariant to temporal aggregation. On the other hand, as pointed out by Marcellino (1999), other important time series features as cointegration and presence of unit roots are invariant to temporal aggregation and are not induced by it.
Some empirical applications based on macroeconomic and financial data illustrate all the techniques surveyed and the main results.
Chapter 2 is an attempt to monitor fiscal variables in the Euro area, building an early warning signal indicator for assessing the development of public finances in the short-run and exploiting the existence of monthly budgetary statistics from France, taken as "example country".
The application is conducted focusing on the cash State deficit, looking at components from the revenue and expenditure sides. For each component, monthly ARIMA models are estimated and then temporally aggregated to the annual frequency, as the policy makers are interested in yearly predictions.
The short-run forecasting exercises carried out for years 2002, 2003 and 2004 highlight the fact that the one-step-ahead predictions based on the temporally aggregated models generally outperform those delivered by standard monthly ARIMA modeling, as well as the official forecasts made available by the French government, for each of the eleven components and thus for the whole State deficit. More importantly, by the middle of the year, very accurate predictions for the current year are made available.
The proposed method could be extremely useful, providing policy makers with a valuable indicator when assessing the development of public finances in the short-run (one year horizon or even less).
Chapter 3 deals with the issue of forecasting contemporaneous time series aggregates. The performance of "aggregate" and "disaggregate" predictors in forecasting contemporaneously aggregated vector ARMA (VARMA) processes is compared. An aggregate predictor is built by forecasting directly the aggregate process, as it results from contemporaneous aggregation of the data generating vector process. A disaggregate predictor is a predictor obtained from aggregation of univariate forecasts for the individual components of the data generating vector process.
The econometric framework is broadly based on Lütkepohl (1987). The necessary and sufficient condition for the equality of mean squared errors associated with the two competing methods in the bivariate VMA(1) case is provided. It is argued that the condition of equality of predictors as stated in Lütkepohl (1987), although necessary and sufficient for the equality of the predictors, is sufficient (but not necessary) for the equality of mean squared errors.
Furthermore, it is shown that the same forecasting accuracy for the two predictors can be achieved using specific assumptions on the parameters of the VMA(1) structure.
Finally, an empirical application that involves the problem of forecasting the Italian monetary aggregate M1 on the basis of annual time series ranging from 1948 until 1998, prior to the creation of the European Economic and Monetary Union (EMU), is presented to show the relevance of the topic. In the empirical application, the framework is further generalized to deal with heteroskedastic and cross-correlated innovations.
Chapter 4 deals with a cointegration analysis applied to the empirical investigation of fiscal sustainability. The focus is on a particular country: Poland. The choice of Poland is not random. First, the motivation stems from the fact that fiscal sustainability is a central topic for most of the economies of Eastern Europe. Second, this is one of the first countries to start the transition process to a market economy (since 1989), providing a relatively favorable institutional setting within which to study fiscal sustainability (see Green, Holmes and Kowalski, 2001). The emphasis is on the feasibility of a permanent deficit in the long-run, meaning whether a government can continue to operate under its current fiscal policy indefinitely.
The empirical analysis to examine debt stabilization is made up by two steps.
First, a Bayesian methodology is applied to conduct inference about the cointegrating relationship between budget revenues and (inclusive of interest) expenditures and to select the cointegrating rank. This task is complicated by the conceptual difficulty linked to the choice of the prior distributions for the parameters relevant to the economic problem under study (Villani, 2005).
Second, Bayesian inference is applied to the estimation of the normalized cointegrating vector between budget revenues and expenditures. With a single cointegrating equation, some known results concerning the posterior density of the cointegrating vector may be used (see Bauwens, Lubrano and Richard, 1999).
The priors used in the paper leads to straightforward posterior calculations which can be easily performed.
Moreover, the posterior analysis leads to a careful assessment of the magnitude of the cointegrating vector. Finally, it is shown to what extent the likelihood of the data is important in revising the available prior information, relying on numerical integration techniques based on deterministic methods.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
Ben-Belhassen, Boubaker. "Econometric models of the Argentine cereal economy : a focus on policy simulation analysis /." free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9842508.
Full textBooks on the topic "Economic forecasting Australia Econometric models"
Adaptation and survival in Australian agriculture: A computable general equilibrium analysis of the impact of economic shocks originating outside the domestic agricultural sector. Melbourne: Oxford University Press, 1986.
Find full textEconometric and forecasting models. Lewiston, N.Y: Edwin Mellen, 2013.
Find full textL, Rubinfeld Daniel, ed. Econometric models and economic forecasts. 4th ed. Boston, Mass: Irwin/McGraw-Hill, 1998.
Find full textPindyck, Robert S. Econometric models and economic forecasts. 3rd ed. New York: McGraw-Hill, 1991.
Find full textGreen, Rodney D. Forecasting with computer models: Econometric, population, and energy forecasting. New York: Praeger, 1985.
Find full textForecasting with computer models: Econometric, population, and energy forecasting. New York: Praeger, 1985.
Find full textGreen, Rodney D. Forecasting with computer models: Econometric, population, and energy forecasting. New York: Praeger, 1985.
Find full textHarrison, Richard. Forecasting with measurement errors in dynamic models. London: Bank of England, 2004.
Find full textMacro-economic forecasting: A sociological appraisal. London: Routledge, 1999.
Find full textPindyck, Robert S. Econometric models and economic forecasts. 4th ed. Boston, MA: McGraw, 1998.
Find full textBook chapters on the topic "Economic forecasting Australia Econometric models"
Buckmann, Marcus, Andreas Joseph, and Helena Robertson. "Opening the Black Box: Machine Learning Interpretability and Inference Tools with an Application to Economic Forecasting." In Data Science for Economics and Finance, 43–63. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66891-4_3.
Full text"Forecasting with Econometric Models." In Economic Forecasting: The State of the Art, 134–58. Routledge, 2016. http://dx.doi.org/10.4324/9781315480695-14.
Full textGeda, Alemayehu, Fredrik Huizinga, and Addis Yimer. "Exogenous Shocks and Macroeconomic Policy Analysis using Applied Macro-Econometric Models in Africa." In Economic Modeling, Analysis, and Policy for Sustainability, 74–129. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-5225-0094-0.ch006.
Full textCHRISTODOULAKIS, N. M. "EXTENSIONS OF LINEARISATION TO LARGE ECONOMETRIC MODELS WITH RATIONAL EXPECTATIONS††The help received from P. Levine, S. Holly and F. Breedon, all at the Centre for Economic Forecasting of London Business School, to run the model, is gratefully acknowledged." In System-Theoretic Methods in Economic Modelling II, 629–42. Elsevier, 1989. http://dx.doi.org/10.1016/b978-0-08-037932-6.50016-7.
Full textConference papers on the topic "Economic forecasting Australia Econometric models"
Anandavel, Lithicka, Ansh Sharma, Naveenkumar S., Suresh Sankaranarayanan, and Anis Salwa Binti Mohd Khairuddin. "Intelligent Demand Forecasting Using Deep Learning." In International Technical Postgraduate Conference 2022. AIJR Publisher, 2022. http://dx.doi.org/10.21467/proceedings.141.7.
Full textLleshaj, Llesh. "Volatility Estimation of Euribor and Equilibrium Forecasting." In 7th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eraz.2021.171.
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