PREDICTING THE MONTHLY AND ANNUAL CURRENT ACCOUNT BALANCE FROM PROVISIONAL DATA

被引：5

作者：

BEWLEY, R

PARRY, T

机构：

[1] Business Econometrics and Forecasting Group, University of New South Wales, Kensington, New South Wales

来源：

ECONOMIC RECORD | 1991年 / 67卷 / 199期

关键词：

D O I：

10.1111/j.1475-4932.1991.tb02561.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper uses provisional monthly data to predict the one-month-ahead and one-year-ahead current account balance. Single-equation methods are compared to an eight-equation VAR model that utilizes the Box-Tiao (1977) modifications. It is found that the single-equation model of the current account out-performs the system method for the short-term but the positions are reversed for the annual forecast.

引用

页码：317 / 330

页数：14

共 12 条

[1] ESTIMATION AND PREDICTION FROM AGGREGATE DATA WHEN AGGREGATES ARE MEASURED MORE ACCURATELY THAN THEIR COMPONENTS [J].