연구정보
[경제] Quarterly Forecasting Model for India's Economic Growth: Bayesian Vector Autoregression Approach
인도 국외연구자료 연구보고서 Iyer, Tara Asian Development Bank 발간일 : 2019-03-13 등록일 : 2019-06-27 원문링크
This study seeks to develop an appropriate econometric framework to forecast India’s gross domestic product (GDP) growth on a quarterly basis.
The framework, based on Bayesian econometric methods, is found to have high predictive ability. Useful findings emerge on the particular variables that are responsible for explaining GDP growth in India. The best performing models take into account the influence of capital flows in driving growth over the past decade and trade linkages in influencing growth in the early 2000s. Overall, the results from this study provide suggestive evidence that Bayesian vector autoregression methods are highly effective in predicting GDP growth in India.
본 페이지에 등재된 자료는 운영기관(KIEP) 및 EMERiCs의 공식적인 입장을 대변하고 있지 않습니다.
이전글 | [무역/투자] 2016/2017년도 인도 예산안 주요내용과 대응 | 2018-02-28 |
---|---|---|
다음글 | [경제] 네팔 국가신용도 평가리포트(2019년 2월) | 2019-10-10 |