Comparative Analysis of Parameter Estimation in Particular MS-VAR Models

1997 ◽  
pp. 167-198
Author(s):  
Hans-Martin Krolzig
Keyword(s):  
Parameter Estimation ◽  
Comparative Analysis ◽  
Var Models

Parameter Estimation and Comparative Analysis of Control Design Techniques for BLDC Hub Motor

2020 ◽  
Author(s):  
Shivanand Pal ◽  
Akshit Patel ◽  
Aditya Mandar Jabade ◽  
Kartheek Miduthuru ◽  
Gaurav Sahu ◽  
...  
Keyword(s):  
Parameter Estimation ◽  
Comparative Analysis ◽  
Control Design ◽  
Design Techniques

scholarly journals Comparative Analysis of Two GPS Forward Scattering Systems For Cars Parameter Estimation

2018 ◽  
Author(s):  
C. Kabakchiev ◽  
I. Garvanov ◽  
V. Behar ◽  
A. Kabakchiev ◽  
D. Kabakchieva ◽  
...  
Keyword(s):  
Parameter Estimation ◽  
Comparative Analysis ◽  
Forward Scattering ◽  
Scattering Systems

scholarly journals ТHE METHODOLOGY FOR INFLATION’ FORECASTING BY THE BANK OF RUSSIA IN THE MEDIUM TERM

2021 ◽  
pp. 41-52
Author(s):  
Natalya TIKHONYUK ◽  
Elena POMOGALOVA
Keyword(s):  
Comparative Analysis ◽  
Dynamic Method ◽  
Var Model ◽  
Var Models ◽  
Medium Term ◽  
Short Term ◽  
Forecasting Models ◽  
Inflation Forecasting ◽  
Exogenous Factors ◽  
Forecasting Inflation

The paper sets out to examine approaches to the forecasting of inflation by a macro market regulator. Various approaches to short-term inflation forecasting, inflation factors and their main channels of influence used by bank regulators in various countries are studied. The shortcomings of the used models for predicting inflation in the post-pandemic economy have been formulated. A comparative analysis of the use of various models has been conducted and solutions for building forecasting models in the medium term have been proposed. The approach has been tested for regional inflation forecasting; calculations of the indicators using VAR model, SARIMA, and dynamic method have been presented.  It is proposed to use extended combined VAR models supplemented with exogenous factors for medium-term forecasting.

Sign in / Sign up

Export Citation Format

Share Document