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https://elib.bsu.by/handle/123456789/339948| Title: | Short-term forecasting and nowcasting of GDP growth rates in the Republic of Belarus using mixed frequency vector autoregressive models |
| Authors: | Bout, T. A. Malugin, V. I. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Экономика и экономические науки ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2025 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIV Intern. Conf., Minsk, Sept. 24–27, 2025 / Belarusian State Univ. ; eds.: Yu. Kharin (ed.-in-chief) [et al.]. – Minsk : BSU, 2025. – Pp. 58-62. |
| Abstract: | The article presents the results of constructing vector autoregressive models based on mixed frequency data, designed for short-term forecasting and science-casting of real GDP growth rates in the Republic of Belarus based on economic indicators available with a monthly frequency of observation. A comparative analysis of the accuracy of short-term forecasts and nowcasts is carried out based on the constructed models based on mixed and aggregated data |
| URI: | https://elib.bsu.by/handle/123456789/339948 |
| ISBN: | 978-985-881-830-2 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2025. Computer Data Analysis and Modeling: Stochastics and Data Science |
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