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The use of VAR models in forecasting and studying the causal relationship between gross domestic product GDPand gross fixed capital formation GFCF in Syria

استخدام نماذج VAR في التنبؤ ودراسة العلاقة السببية بين إجمالي الناتج المحلي و إجمالي التكوين الرأسمالي في سورية

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 Publication date 2011
and research's language is العربية
 Created by Shamra Editor




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This study aims at developing an econometric model based on VAR (Vectorial AutoRegressive) models to predict the gross domestic product GDP in Syria as well as the gross fixed capital formation GFCF, it also aims at studying the effect relationship between them.



References used
BERA, A.K. and Jarque .C.M.(1981), "An efficient large Sample test for normality of observations and regression residuals ", Working paper in Econometrics No 40,Australion National university, Canberra
Cromwell, J. B., Hannan M. J., Labys W. C. and Terraza M. (1994), "Multivariate tests for Time SeriesModels", SAGE publications, Inc. California
Dickey D. and Fuller W.(1979), " Distribution of the estimators for Autoregressive Time Series With a unit Root ", Journal of the American Statistical Association, n74: pp .427-431
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