응용통계연구 (The Korean Journal of Applied Statistics)

  • 제25권4호
  • /
  • Pages.553-561
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  • 2012
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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A Study of a Combining Model to Estimate Quarterly GDP

  • 투고 : 2012.05.15
  • 심사 : 2012.07.12
  • 발행 : 2012.08.31
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초록

Various statistical models to Estimate GDP (measured as a nation's economic situation) have been developed. In this paper an autoregressive distributed lag model, factor model, and a Bayesian VAR model estimate quarterly GDP as a single model; the combined estimates were evaluated to compare a single model. Subsequently, we suggest that some combined models are better than a single model to estimate quarterly GDP.

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참고문헌

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