| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP380 |
| DP380 BVAR Forecasts of the World Economy | |
| Michael Artis; Wenda Zhang | |
| 发表日期 | 1990-03-01 |
| 出版年 | 1990 |
| 语种 | 英语 |
| 摘要 | This paper provides forecasts derived from Bayesian vector autoregressive (BVAR) models for the output growth, inflation and balance of payments of the G-5 and G-7 countries. These forecasts are compared with those derived from alternative time series models and with those provided by the International Monetary Fund in its World Economic Outlook (WEO) over the period 1980-7, as well as with the out-turns. The importance of setting up a proper prior and the sensitivity of forecast performance to information are two issues addressed in the paper. The results suggest significant gains from the use of BVAR models; as a minimum, these models provide a highly effective standard of comparison for forecasts derived in more traditional ways. |
| 主题 | International Macroeconomics |
| 关键词 | World economy Bvar Forecast accuracy |
| URL | https://cepr.org/publications/dp380 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/529535 |
| 推荐引用方式 GB/T 7714 | Michael Artis,Wenda Zhang. DP380 BVAR Forecasts of the World Economy. 1990. |
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