Since 2014
Forecasting the sectoral GVA of a small Spanish region
Economics and Business Letters
View Archive Info| Field | Value | |
| Title |
Forecasting the sectoral GVA of a small Spanish region
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| Creator |
Lampis, Federico
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| Description |
Our main goal in this paper is to evaluate the point forecasting accuracy of several time series econometric models when applied to a small Spanish region. The variable of interest is the sectoral GVA of the Basque Country. The results support the use of univariate models, such as ARMA and SETAR, which outperform the causal model in forecasting accuracy. The use of a causal model, such as the Transfer Function model, does not offer a systematic advantage, even if it makes use of the regional statistical information available for the Basque Country.
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| Publisher |
Oviedo University Press
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| Contributor |
—
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| Date |
2016-07-20
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
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| Identifier |
http://www.unioviedo.es/reunido/index.php/EBL/article/view/10969
10.17811/ebl.5.2.2016.38-44 |
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| Source |
Economics and Business Letters; Vol 5, No 2 (2016): June; 38-44
Economics and Business Letters; Vol 5, No 2 (2016): June; 38-44 2254-4380 10.17811/ebl.5.2.2016 |
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| Language |
eng
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| Relation |
http://www.unioviedo.es/reunido/index.php/EBL/article/view/10969/10598
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| Rights |
Copyright (c) 2016 Economics and Business Letters
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