Structural and reduced-form modeling and forecasting with application to Armenia

K. Poghosyan

Research output: ThesisDoctoral Thesis

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Abstract

The thesis deals with structural and reduced-form modeling and forecasting of key macroeconomic variables (real growth of GDP, inflation, exchange rate, and policy interest rate). The central part of the thesis (Chapters 2-4) consists of three chapters. Chapter 2 considers the structural DSGE model and its forecasting possibilities. Chapter 3 considers the dynamic factor model (DFM) and its forecasting possibilities. Finally, Chapter 4 compares these two popular forecasting approaches, and describes which modeling approach gives more accurate and reliable forecasting results.
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Tilburg University
Supervisors/Advisors
  • Magnus, J.R., Promotor
  • Boldea, Otilia, Co-promotor
Award date26 Sep 2012
Place of PublicationTilburg
Publisher
Print ISBNs9789056683238
Publication statusPublished - 2012

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    Poghosyan, K. (2012). Structural and reduced-form modeling and forecasting with application to Armenia. CentER, Center for Economic Research.