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4.2 explains the philosophy of econometric modelling approached for estimated models, and continues in discussion on the use of vector autoregressive models for investigating the impact of policy actions on macroeconomic variables in Section 4.3.
Section 4.5 introduces the vector autoregression model for stationary time-series in its general form and critically discusses its usefulness for modelling on how economy reacts to different policy shocks.
Section 4.6 extends the discussion on non-stationarity of time-series in relation to vector autoregression model and its application on non-stationary data and offers a bias for introducing the vector error-correction model in Section 4.7.
Section 4.8 critically discusses the techniques for evaluation of the results from vector autoregression model and vector error- correction model.
Section 4.9 is dedicated to discussion on different techniques that can be used for forecasting from vector autoregression model and vector error-correction model.
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