The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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A Study of a Combining Model to Estimate Quarterly GDP

  • Received : 2012.05.15
  • Accepted : 2012.07.12
  • Published : 2012.08.31
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Abstract

Various statistical models to Estimate GDP (measured as a nation's economic situation) have been developed. In this paper an autoregressive distributed lag model, factor model, and a Bayesian VAR model estimate quarterly GDP as a single model; the combined estimates were evaluated to compare a single model. Subsequently, we suggest that some combined models are better than a single model to estimate quarterly GDP.

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References

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