Economic models: comparative analysis of their adjustment and prediction capacities

José Antonio Gibanel Salazar

Contribuciones a la Economía, 2014, issue 2014-05

Abstract: This work investigates different kinds of models for economic time series and compares the ability of these models to fit the observed data and their predictive power in the short term, both for single-series models and for multivariate models. Both capabilities are analyzed and classified according to the type of economic series and the degree of stationariness of the series.

Keywords: Economic models; economic forecast; model comparison; VECM; neural networks; Kalman. (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:erv:contri:y:2014:i:2014-05:3

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