کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5056099 1371515 2007 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A quantile approach to US GNP
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
A quantile approach to US GNP
چکیده انگلیسی
In this paper we fitted a quantile self-exciting threshold autoregressive (QSETAR) time series model to the growth rate of real US GNP. We also presented a forecasting method for QSETAR models. This forecasting method makes it possible to obtain the predictive quantiles and predictive distribution function of xt+m given xt for m > 0, and hence any quantities of interest can be derived. Therefore, this new approach allows us to study the US GNP from a distribution point view, rather than from a mean point of view. The results obtained in this paper show that the method works very well in practice.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economic Modelling - Volume 24, Issue 6, November 2007, Pages 969-979
نویسندگان
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