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" Comparison of Box-Jenkins and Bonn Monetary Model Prediction Performance "
by M.N. Bhattacharyya.
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BL
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| Record Number
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721049
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b540753
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| Main Entry
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by M.N. Bhattacharyya.
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| Title & Author
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Comparison of Box-Jenkins and Bonn Monetary Model Prediction Performance\ by M.N. Bhattacharyya.
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| Publication Statement
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Berlin, Heidelberg: Springer Berlin Heidelberg, 1980
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| Series Statement
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Lecture Notes in Economics and Mathematical Systems, Econometrics, 178.
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(vii, 146 pages 15 illustrations)
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| ISBN
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3642464211
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: 9783642464218
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| Contents
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1. Introduction --;2. Bonn econometric model of German economy --;3. ARIMA models for fifteen endogenous variables of the BNM model --;4. Analysis of sample period lead 1 forecast errors --;5. Bates-Granger composite forecast and its application in evaluating econometric model --;6. Analysis of post-sample lead 1 forecast errors --;7. Causal relationships between selected economic variables --;7.1 Granger's definition of causality and its characterization --;7.2 Detection of causality: Pierce's broad tests --;7.3 Causal relationships between the selected monetary variables of the BNM model --;7.4 Progressive?2 tests for detecting causality --;7.5 Causal relationships between short-term interest rate, 90-day money rate Frankfurt, and other selected variables --;Glossary of abbreviations used in BNM model.
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Economics.
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| Added Entry
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M N Bhattacharyya
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