GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation
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References listed on IDEAS
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More about this item
Keywords
economic growth and aggregate productivity; the gross domestic product; innovation and communications; cross-country output convergence; prediction and forecasting methods; time series analysis and modelling; ARIMA modelling; Box-Jenkins method.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- D62 - Microeconomics - - Welfare Economics - - - Externalities
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- F15 - International Economics - - Trade - - - Economic Integration
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F61 - International Economics - - Economic Impacts of Globalization - - - Microeconomic Impacts
- O10 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - General
- O30 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2021-05-31 (Confederation of Independent States)
- NEP-ETS-2021-05-31 (Econometric Time Series)
- NEP-FOR-2021-05-31 (Forecasting)
- NEP-MAC-2021-05-31 (Macroeconomics)
- NEP-TRA-2021-05-31 (Transition Economics)
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