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Schleicher, Stefan and Deistler, Manfred (June 1979) dynamische eigenschaften von oekonometrischen systemen. Former Series > Forschungsberichte / Research Memoranda 139
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Abstract
summary: after a general introduction into the theory of the dynamic properties of linear systems the authors analyse two problems using econometric models for austria and germany: the variation of the parameters when the size of the sample period is changed and the forecasting behaviour. in order to determine the quality of the forecasts the values of the actual endogenous variables are compared with their forecasts. the sample period does not include the values to be forecast. the variation of the parameters has been examined for the relevant equations of a model for the austrian economy, for a corresponding arima-model and for a similar econometric model for the federal republic of germany. as far as the quality of the forecasts is concerned the conditional forecasts of structural models of different size have been compared with the unconditional forecasts of arima-models .;
| Item Type: | IHS Series |
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| Date Deposited: | 26 Sep 2014 10:34 |
| Last Modified: | 01 Apr 2016 14:07 |
| URI: | https://irihs.ihs.ac.at/id/eprint/139 |
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