scholarly journals Comparisons of VAR Model and Models Created by Genetic Programming in Consumer Price Index Prediction in Vietnam

2012 ◽  
Vol 02 (03) ◽  
pp. 237-250 ◽  
Author(s):  
Pham Van Khanh
Keyword(s):  
Genetic Programming ◽  
Price Index ◽  
Consumer Price Index ◽  
Var Model

scholarly journals DEMAND FACTORS FOR BANKING LOANS IN UKRAINE: MODELING AND ASSESSMENT

2021 ◽  
Vol 1 (36) ◽  
pp. 46-56
Author(s):  
S. Hlushchenko ◽  
V. Shportyuk
Keyword(s):  
Interest Rates ◽  
Price Index ◽  
Statistical Data ◽  
Consumer Price Index ◽  
State Regulation ◽  
Var Model ◽  
Practical Application ◽  
Factors Influencing ◽  
Business Entities ◽  
Over Time

The article presents the results of modeling and assessment of the effects of demand factors for banking loans by business entities and households on the volume of bank loaning in Ukraine. The article summarizes the factors influencing on volume of banking loans according to the demand side of business entities and households; performed modeling based on statistical data for Ukrainian practice in the period from 2006 to 2020. The authors developed a VAR-model for estimating the factors influencing the banking loans demand by business entities. According to the constructed model, it is concluded that the change in demand for credit resources by business entities is due to changes in interest rates (by 30%), changes in industrial production index (15.6%), changes in PFTS index 10.7%), change in the price index of industrial producers (1.0%), change in themselves over time (42.5%). The authors also developed a VAR-model for estimating the factors influencing the banking loans demand from households. According to the constructed model, it is concluded that the change in demand for credit resources by households is due to changes in average wages (16.2%), changes in interest rates (16%), changes in expenditures (8.2%), changes in GDP (7.7%), the consumer price index (6.9%), the change in the number of registered unemployed (2.9%) and the change in themselves over time (42.1%). The obtained results can have practical application both within the formation of banking loan policy and within state regulation measures to influence the activation of the credit sector in the country.

scholarly journals Estimation Models Generation using Linear Genetic Programming

2009 ◽  
Vol 12 (3) ◽  
Author(s):  
Javier Martínez Canillas ◽  
Roberto Sánchez ◽  
Benjamín Barán
Keyword(s):  
Time Series ◽  
Evolutionary Algorithms ◽  
Genetic Programming ◽  
Price Index ◽  
Consumer Price Index ◽  
Decision Rules ◽  
Time Series Forecasting ◽  
Linear Genetic Programming ◽  
Estimation Techniques ◽  
Estimation Models

The use of decision rules and estimation techniques is increasingly common for decision mak-ing. In recent years studies were conducted which applies Genetic Programming (GP) to obtainrules to make predictions. A new branch in the area of Evolutionary Algorithms (EA) is LinearGenetic Programming (LGP). LGP evolves instructions sequences of an imperative programminglanguage. This paper proposes estimation models generation for time series forecasting using LGP.The forecasting result for the Consumer Price Index (CPI) and the price of soybeans per ton showsthe potential of this new proposal.

An MSI-VAR Approach on investigating the broad money supply and consumer price index in Malaysia

2021 ◽  
Vol 12 (1) ◽  
pp. 62-62
Author(s):  
Seuk Wai Phoong ◽  
Ying Jia Yeoh
Keyword(s):  
Money Supply ◽  
Regime Switching ◽  
Price Index ◽  
Transition Probabilities ◽  
Consumer Price Index ◽  
Var Model ◽  
Vector Autoregressive ◽  
Long Run ◽  
Augmented Dickey Fuller ◽  
Normal States

According to monetarism, the money supply is the leading cause of increasing price level in the short and long run. Previous works investigated the effect of money supply on inflation in several countries; however, inconsistent arguments from these studies resulted in the exploration of the correlations between money supply and inflation via a different approach in this work. This study investigates the broad money supply and consumer price index (CPI) using the Markov switching vector autoregressive model. The CPI, with 2010 as its base year, was used as a proxy for Malaysia's inflation. The broad money supply is defined as the sum of money and quasi-money. Other countries use different measurements; therefore, M3 was selected based on the monetary authority measurement of the money supply in this study. The transition probabilities and expected duration of the recession and upturn/normal states were examined using a two-regime switching VAR model. Furthermore, the Augmented Dickey-Fuller test, Johansen cointegration, and intercept adjusted MS-VAR model with the first-order Markov process was also used in this study to estimate the observables variables. The results confirmed significant transition probabilities in the state shifting and an asymmetric economic model representing broad money and inflation correlations in Malaysia. Keywords: Broad Money; Consumer Price Index, Malaysia, Regime Switching, MS-VAR

Dampak Penerapan Perbankan Syari’ah Terhadap Pertumbuhan Ekonomi Negara: Kajian Perbandingan Malaysia dan Indonesia

2017 ◽  
Vol 1 (1) ◽  
pp. 37
Author(s):  
Hansen Rusliani
Keyword(s):  
Gross Domestic Product ◽  
Response Function ◽  
Price Index ◽  
Vector Autoregression ◽  
Consumer Price Index ◽  
Domestic Product

Penelitian ini bertujuan untuk mengetahui dampak perbankan syari’ah terhadap pertumbuhan ekonomi di Indonesia dan Malaysia. Data yang digunakan dalam penelitian ini merupakan data primer (interview) dan data sekunder dalam bentuk bulanan yang diperoleh dari Badan Pusat Statistik Ekonomi dan Keuangan Indonesia Bank Indonesia (SEKI-BI) dan Statistik Perbankan Syari’ah Bank Indonesia (SPS-BI) serta data dari Bank Negara Malaysia dan Departemen Statistik Malaysia dalam periode waktu kurun waktu 16 tahun, 2000 sampai dengan 2015. Observasi penelitian dilakukan di Indonesia dan Malaysia untuk memperkaya analisis. Penelitian ini menggunakan Vector Autoregression (VAR), Uji Kointegrasi serta dikombinasikan dengan Response Function (IRF) dan Decomposition (FEVD) untuk melihat interaksi antara faktor makro ekonomi dengan pembiayaan dalam jangka panjang. Adapun variabel yang digunakan adalah total pembiayan syari’ah (Total Syari’ah Financing) dan Gross Domestic Product (GDP) sebagai representasi pertumbuhan ekonomi. Untuk tambahan variabel digunakan Consumer Price Index (CPI) sebagai representasi tingkat inflasi. Hipotesis penelitian yaitu terdapat pertumbuhan ekonomi setiap tahunnya dikedua negara tersebut pasca krisis moneter.

The 2018 revision of the Consumer Price Index geographic sample

2016 ◽  
Author(s):  
Steven Paben ◽  
William Johnson ◽  
John Schilp
Keyword(s):  
Price Index ◽  
Consumer Price Index

Using the Consumer Price Index in Forecasting for Small Geographic Areas

1994 ◽  
Vol 9 (3) ◽  
pp. 391-401
Author(s):  
Joseph Rabianski ◽  
Julian Diaz ◽  
Neil Carn
Keyword(s):  
Price Index ◽  
Consumer Price Index

Errors in National Institute Forecasts of Personal Incomes, Inflation and Employment, 1965-75

1976 ◽  
Vol 78 ◽  
pp. 48-57 ◽  
Author(s):  
A.J.H. Dean
Keyword(s):  
Price Index ◽  
Consumer Price Index ◽  
The Other ◽  
Forecasting Performance ◽  
Current Price ◽  
Personal Incomes

This article examines the accuracy of the National Institute's forecasts of incomes, inflation and employment from 1965 to 1975. It is found that in recent years the Institute has tended to underestimate inflation, although less seriously for the consumer price index than the other current price variables studied. The accuracy of the forecasts has generally increased in relative terms, although it has deteriorated in absolute terms. The forecasting performance in 1974 was particularly poor but there has been a distinct improvement in 1975 and 1976.

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