کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5054251 1476529 2014 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Semiconductor industry cycles: Explanatory factors and forecasting
ترجمه فارسی عنوان
چرخه صنعت نیمه هادی: عوامل توضیح و پیش بینی
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
چکیده انگلیسی
This paper aims to suggest the best forecasting model for the semiconductor market. A wide range of alternative modern econometric modeling approaches have been implemented, and a large variety of criteria and tests have been employed to assess the out-of-sample forecasting accuracy at various horizons. The results suggest that if a VECM can be an interesting source of information, the Bayesian models are superior forecasting tools compared to univariate and unrestricted VAR models. However, for decision makers a spectral method could be a useful tool, which can be easily implemented. In addition, MS-AR models make it possible to obtain valuable forecasts on turning-points in order to adjust the programming of heavy capital and research investments.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economic Modelling - Volume 39, April 2014, Pages 221-231
نویسندگان
, ,