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A Short Run Forecasting Model For The Australian Economy
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Book Synopsis A Short-run Forecasting Model for the Australian Economy by : Peter B. Dixon
Download or read book A Short-run Forecasting Model for the Australian Economy written by Peter B. Dixon and published by . This book was released on 1989 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Short-run Forecasting Model for the Australian Economy by :
Download or read book A Short-run Forecasting Model for the Australian Economy written by and published by . This book was released on 1990 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Economic Forecasting by : P. W. Abelson
Download or read book Economic Forecasting written by P. W. Abelson and published by Allen & Unwin. This book was released on 2000 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume surveys the array of forecasting techniques which are used by experts to make financial decisions in uncertain economic environments. It demonstrates how some of them are used with an emphasis on current models and practical applications.
Book Synopsis The Development of Multiple Time Series Short-run Economic Forecasting Models by : Allan Patrick Layton
Download or read book The Development of Multiple Time Series Short-run Economic Forecasting Models written by Allan Patrick Layton and published by . This book was released on 1981 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Medium-run Forecasts for the Australian Economy Using a Computable General Equilibrium Model by : Peter B. Dixon
Download or read book Medium-run Forecasts for the Australian Economy Using a Computable General Equilibrium Model written by Peter B. Dixon and published by . This book was released on 1988 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis VAR Forecasting Models of the Australian Economy by : Robert G. Trevor
Download or read book VAR Forecasting Models of the Australian Economy written by Robert G. Trevor and published by . This book was released on 1988 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Modelling the Australian Economy by : D. W. Challen
Download or read book Modelling the Australian Economy written by D. W. Challen and published by . This book was released on 1979 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Short-run Forecasting Model of the United States Economy by : Ray C. Fair
Download or read book A Short-run Forecasting Model of the United States Economy written by Ray C. Fair and published by . This book was released on 1971 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Medium-run Forecasts for the Australian Economy Using the ORANI Model by : Peter B. Dixon
Download or read book Medium-run Forecasts for the Australian Economy Using the ORANI Model written by Peter B. Dixon and published by . This book was released on 1986 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Small BVAR-DSGE Model for Forecasting the Australian Economy by : Andrew Hodge
Download or read book A Small BVAR-DSGE Model for Forecasting the Australian Economy written by Andrew Hodge and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper estimates a small structural model of the Australian economy, designed principally for forecasting the key macroeconomic variables of output growth, underlying inflation and the cash rate. In contrast to models with purely statistical foundations, which are often used for forecasting, the Bayesian Vector Autoregressive Dynamic Stochastic General Equilibrium (BVAR-DSGE) model uses the theoretical information of a DSGE model to offset in-sample over-fitting. We follow the method of Del Negro and Schorfheide (2004) and use a variant of the small open economy DSGE model of Lubik and Schorfheide (2007) to provide prior information for the VAR. The forecasting performance of the model is competitive with benchmark models such as a Minnesota VAR and an independently estimated DSGE model.
Book Synopsis Three Applications of Time-varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy by : Aubrey Poon
Download or read book Three Applications of Time-varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy written by Aubrey Poon and published by . This book was released on 2017 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: After the introductory chapter, this thesis comprises of three chapters that examines the application of time-varying parameter and stochastic volatility models to the Malaysian and Australian economy. Chapter 2 aims to determine whether the propagation and transmission mechanism of Malaysian monetary policy differed during the Asian Financial Crisis of 1997/98 and the Global Financial Crisis of 2007/08. The methodology employs a time-varying vector-autoregression framework. The primary result is that despite having no evidence of time-variation in the propagation mechanism of Malaysian monetary policy the average contribution of a monetary policy shock to the variability of each macroeconomic variable-Real GDP, Inflation and the Nominal Effective Exchange Rate-differs between the two crises. This finding suggests that despite the propagation mechanism being relatively constant, Malaysia's monetary policy transmission mechanism evolves over time. We believe that the main mechanism driving this evolution is the time-variation in the variance-covariance matrix of the shocks of the model, not the coefficients. We also find some evidence that the implementation of capital controls reduced the influenceability of monetary policy on the Malaysian economy. Chapter 3 investigates whether incorporating time variation and fat-tails into a suite of popular univariate and multivariate Gaussian distributed models can improve the forecast performance of key Australian macroeconomic variables: real GDP growth, CPI inflation and a short-term interest rate. The forecast period is from 1992Q1 to 2014Q4, thus replicating the central banks forecasting responsibilities since adopting inflation targeting. We show that time varying parameters and stochastic volatility with Student's-t error distribution are important modeling features of the data. More specifically, a vector autoregression with the proposed features provides the best interest and inflation forecasts over the entire sample. Remarkably, the full sample results show that a simple rolling window autoregressive model with Student's-t errors provides the most accurate GDP forecasts. Chapter 4 estimates a time-varying parameter Panel Bayesian vector autoregression with a new feature: a common stochastic volatility factor in the error structure, to assess the synchronicity and the nature of Australian State business cycles. The common stochastic volatility factor reveals that macroeconomic volatility or uncertainty was more pronounced during the Asian Financial Crisis as compared to the more recent Global Financial Crisis. Next, the Panel VAR's common, regional and variable specific indicators capture several interesting economic facts. In the first instance, the fluctuations of the common indicator closely follow the trend line of the Organisation for Economic Co-operation and Development composite leading indicators for Australia making it a good proxy for nationwide business cycle fluctuations. Next, despite significant co-movements of Australian States and Territory business cycles during times of economic contractions, the regional indicators suggest that the average degree of synchronisation across the Australian States and Territories cycles in the 2000s is only half of that presented in the 1990s. Given that aggregate macroeconomic activity is determined by cumulative activity of each of the nation states, the results suggests that the Federal Government should award state governments greater autonomy in handling state specific cyclical fluctuations.
Book Synopsis A Comparison of Australian Inflation Forecasts by : Ramya Hewarathna
Download or read book A Comparison of Australian Inflation Forecasts written by Ramya Hewarathna and published by . This book was released on 1997 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Orani-F and MONASH by : Philip D. Adams
Download or read book Orani-F and MONASH written by Philip D. Adams and published by . This book was released on 1994 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Australian Economy by : Fred Argy
Download or read book The Australian Economy written by Fred Argy and published by . This book was released on 1995 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Forecasting Australian Economic Activity Using Leading Indicators by : Andrea Brischetto
Download or read book Forecasting Australian Economic Activity Using Leading Indicators written by Andrea Brischetto and published by . This book was released on 2000 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the contribution leading indicators can make to forecasting measures of real activity in Australia. In a policy context, we are interested in forecasting the levels or growth of policy relevant variables throughout the cycle. We are less interested in forecasting turning points in the cycle or in forecasting coincident indices, which are subjectively defined overall measures of economic activity. This gives us a different focus to much of the recent work done in this area. We use a simple forecasting framework (bivariate VARs) to compare the Westpac-Melbourne Institute (WM), NATSTAT and ABS leading indices' predictive performance for real GDP, employment and unemployment in Australia. Within sample we find all three indices help predict all of the activity variables, although with varying leads. Out of sample evidence, however, is weaker. Within our framework, we only find evidence in favour of the WM index when used to forecast GDP. Otherwise, the indices do not make any substantive contribution to forecast quality. To gauge the usefulness of the simple bivariate VAR models, we compare the out of sample forecasts of GDP, using the WM index, to those from a single equation structural model due to Gruen and Shuetrim (1994). Over a forecasting sample of relatively stable growth, the WM index model performs quite well relative to the Gruen and Shuetrim model. Over a longer forecasting sample period, one which includes the downturn in the early 1990s, there is some evidence that the WM index model performs relatively poorly.
Book Synopsis Australian National Bibliography by :
Download or read book Australian National Bibliography written by and published by National Library Australia. This book was released on 1978 with total page 1734 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The NIF-10 Model of the Australian Economy by : H. N. Johnston
Download or read book The NIF-10 Model of the Australian Economy written by H. N. Johnston and published by . This book was released on 1981 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: