The use of VAR models in forecasting and studying the causal relationship between gross domestic product GDPand gross fixed capital formation GFCF in Syria
published by Damascus University
in 2011
in
and research's language is
العربية
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Abstract in English
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