GDP OF BANGLADESH: INTER DEPENDENCY WITH RELEVANT VARIABLES: A VAR Model Approach - Couverture souple

Sultana, Naz Afrin

 
9783845400860: GDP OF BANGLADESH: INTER DEPENDENCY WITH RELEVANT VARIABLES: A VAR Model Approach
Couverture souple
ISBN 10 : 3845400862 ISBN 13 : 9783845400860
Editeur : LAP LAMBERT Academic Publishing, 2011

Synopsis

Gross domestic product (GDP) comes under the heading of National Accounts, Which is a subject in macroeconomics. This study aims at to find appropriate VAR (Vector Autoregressive) model for the variables agriculture, industry and services in multivariate time series, to check out the causality among the variables agriculture, industry, and service. In addition to data description and forecasting, here the VAR model is also used for structural inference and policy analysis. But before these we must verify the validation of the model in different time period, because a forecasting model may lose its validity and suitability as time progresses.The basic aim of this study was to check out the causality or inter dependency between the variables agriculture, industry and services on GDP of Bangladesh. Also to forecast the increasing GDP using VAR model. From the above study and estimation, VAR is an appropriate model for the GDP of Bangladesh. The author also found various measures of forecasting accuracy for the model. Author have found strong evidence of inter dependency or causality among the three underlying variable.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Gross domestic product (GDP) comes under the heading of National Accounts, Which is a subject in macroeconomics. This study aims at to find appropriate VAR (Vector Autoregressive) model for the variables agriculture, industry and services in multivariate time series, to check out the causality among the variables agriculture, industry, and service. In addition to data description and forecasting, here the VAR model is also used for structural inference and policy analysis. But before these we must verify the validation of the model in different time period, because a forecasting model may lose its validity and suitability as time progresses.The basic aim of this study was to check out the causality or inter dependency between the variables agriculture, industry and services on GDP of Bangladesh. Also to forecast the increasing GDP using VAR model. From the above study and estimation, VAR is an appropriate model for the GDP of Bangladesh. The author also found various measures of forecasting accuracy for the model. Author have found strong evidence of inter dependency or causality among the three underlying variable.

Biographie de l'auteur

Ms.Naz Afrin Sultana is currently pursing M.S. at the Institute of Statistical Research and Training (ISRT) of Dhaka University from Bangladesh. She received her B.S. degree from the same institute. Her research interests include Bayesian Statistics, Multivariate Analysis etc.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
3845400862
ISBN 13 
9783845400860
Reliure
Broché
Nombre de pages
64
Coordonnées du fabricant
non disponible
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