Forecasting with a Global VAR model
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Alexander Chudik & M. Hashem Pesaran, 2016.
"Theory And Practice Of Gvar Modelling,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015.
"Do we need a global VAR model to forecast inflation and output in South Africa?,"
Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
- Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Carlos Medel, 2017.
"Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016.
"Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR,"
Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
- Carlos A. Medel, 2018.
"Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach,"
International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
- Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
- Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
- Fatma Erdem & Erdal Özmen, 2015.
"Exchange Rate Regimes and Business Cycles: An Empirical Investigation,"
Open Economies Review, Springer, vol. 26(5), pages 1041-1058, November.
- Fatma Pinar Erdem & Erdal Ozmen, 2014. "Exchange Rate Regimes and Business Cycles: An Empirical Investigation," ERC Working Papers 1404, ERC - Economic Research Center, Middle East Technical University, revised Jun 2014.
- Bertrand Candelon & Rubens Moura, 2024.
"A Multicountry Model of the Term Structures of Interest Rates with a GVAR,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1558-1587.
- Candelon, Bertrand & Moura, Rubens, 2021. "A Multicountry Model of the Term Structures of Interest Rates with a GVAR," LIDAM Discussion Papers LFIN 2021007, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Moura, Rubens, 2024. "A Multicountry Model of the Term Structures of Interest Rates with a GVAR," LIDAM Reprints LFIN 2024003, Université catholique de Louvain, Louvain Finance (LFIN).
- Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2021. "A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model," Working Papers 202149, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023.
"The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach,"
Applied Economics Letters, Taylor & Francis Journals, vol. 30(3), pages 269-274, February.
- Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021. "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers 202153, University of Pretoria, Department of Economics.
- Luciano Greco & Francesco Jacopo Pintus & Davide Raggi, 2023.
"When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond,"
"Marco Fanno" Working Papers
0300, Dipartimento di Scienze Economiche "Marco Fanno".
- Luciano Greco & Francesco J. Pintus & Davide Raggi, 2023. "When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond," Working Papers 2023:11, Department of Economics, University of Venice "Ca' Foscari".
- Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid, 2019. "The global effects of productivity gains in Asian emerging economies," Economic Modelling, Elsevier, vol. 83(C), pages 127-140.
- Barbosa, Bruno Tebaldi de Queiroz & Marçal, Emerson Fernandes, 2018. "Modeling how macroeconomic shocks a ect regional employment: analyzing the Brazilian formal labor market using the global VAR approach," Textos para discussão 468, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit, 2021.
"External imbalances from a GVAR perspective,"
The World Economy, Wiley Blackwell, vol. 44(11), pages 3202-3245, November.
- Mariam Camarero & Josep Lluís Carrión-i-Silvestre & Cecilio Tamarit, 2020. "External imbalances from a GVAR perspective," Working Papers 2005, Department of Applied Economics II, Universidad de Valencia.
- Todd Sarnstrom & Michael Ryan, 2023. "Third‐country exchange rate effects on foreign direct investment flows: A global vector autoregessive approach," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 522-549, May.
- Ernest Owusu Boakye & Kari Heimonen & Juha Junttila, 2024. "Commodity markets and the global macroeconomy: evidence from machine learning and GVAR," Empirical Economics, Springer, vol. 67(5), pages 1919-1965, November.
- Skouralis, Alexandros, 2021. "The role of systemic risk spillovers in the transmission of Euro Area monetary policy," ESRB Working Paper Series 129, European Systemic Risk Board.
- Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 89-114, December.
- Mr. Mauricio Vargas & Daniela Hess, 2019. "The Caribbean and its Linkages with the World: A GVAR Model Approach," IMF Working Papers 2019/256, International Monetary Fund.
- Piotr Kębłowski, 2021. "GVAR: A Case of Spurious Cross-Sectional Cointegration," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(2), pages 175-187, June.
- Faryna, Oleksandr & Simola, Heli, 2018. "The transmission of international shocks to CIS economies: A Global VAR approach," BOFIT Discussion Papers 17/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Servén, Luis & Abate, Girum Dagnachew, 2020.
"Adding space to the international business cycle,"
Journal of Macroeconomics, Elsevier, vol. 65(C).
- Abate,Girum Dagnachew & Serven,Luis, 2019. "Adding Space to the International Business Cycle," Policy Research Working Paper Series 8786, The World Bank.
- Ryan R. Brady, 2021. "Direct Forecasting for Applied Regional Analysis," Departmental Working Papers 67, United States Naval Academy Department of Economics.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2019-04-15 (Forecasting)
- NEP-MAC-2019-04-15 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nzb:nzbans:2019/03. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Reserve Bank of New Zealand Knowledge Centre (email available below). General contact details of provider: https://edirc.repec.org/data/rbngvnz.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.