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Econometrics
C/E/410. VAR and Short-Term Forecasts of the UK GDP
- WORDS:
- 3000
- DATE:
- 2009
- PRICE:
- 39.99 GBP
The paper offers short-term forecasts of the UK Gross Domestic Product (GDP) using the time-series data of macroeconomic factors. The key independent variables include index of production, index of services, retail sales and CPI. The forecast is conducted using Vector Autoregression (VAR) model and Granger Causality test. The fitted model is tested for significance by comparing it with previous actual values of GDP.
KEYWORDS: Forecasting, Vector Autoregression, VAR, Granger causality, t-statistics, Durbin-Watson, GDP, time-series,
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