Modele de echilibru şi autoregresie utilizate în prognoze macroeconomice
Journal Title: Revista Romana de Statistica - Year 2016, Vol 64, Issue 7
Abstract
Dezvoltarea modelelor econometrice a avut ca efect de prim rang diminuarea criticilor aduse de-a lungul timpului unor alte categorii de instrumente. În acest articol, autorii îşi propun să delimiteze unele aspecte relevante privind realizarea de prognoze prin aplicarea modelelor de echilibru, respectiv autoregresie. Prognozele, privind anumite clase de modificări ale parametrilor, dintr-un model autoregresiv, sunt mai solide. Aşadar, în studii practice, se poate ajunge la rezultate în care prognozele tip corecţie sunt mai puţin corecte decât cele obţinute prin modele autoregresive, ceea ce ne împiedică să presupun că un model poate funcţiona cu aceeaşi acurateţe în interpretarea economică şi econometrie, şi pentru realizarea prognozelor.
Authors and Affiliations
Mădălina-Gabriela ANGHEL, Aurelian DIACONU
Keywords
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