Forecasting Values of Endogenous Variables in the System of Simultaneous Equations

Naumov Vladimir N. ()
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Naumov Vladimir N.: North-West Institute - a Branch of the Russian Academy of National Economy and the State Service under the President of the Russian Federation

Business Inform, 2013, issue 6, 63_68

Abstract: The article considers systems of simultaneous econometric equations. It offers methods of their application when solving tasks of forecasting macro-economic indicators. It provides an example of its solution for forecasting the volumes of export and import in Russia on the basis of data of the Institute of Complex Strategic Research.

Keywords: forecasting; systems of simultaneous equations; endogenous variables; exogenous variables; time series; random component; macro-economic indicators (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:idp:bizinf:y:2013:i:6:p:63_68

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