Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Autor(a) principal: | |
---|---|
Data de Publicação: | 2009 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/2192 |
Resumo: | We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties for a lack of parsimony, as well as the traditional ones. We suggest a new procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties. In order to compute the fit of each model, we propose an iterative procedure to compute the maximum likelihood estimates of parameters of a VAR model with short-run and long-run restrictions. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank, relative to the commonly used procedure of selecting the lag-length only and then testing for cointegration. |
id |
FGV_47c057f2554e6ee66c0df4e4191ae2c0 |
---|---|
oai_identifier_str |
oai:repositorio.fgv.br:10438/2192 |
network_acronym_str |
FGV |
network_name_str |
Repositório Institucional do FGV (FGV Repositório Digital) |
repository_id_str |
3974 |
spelling |
Athanasopoulos, GeorgeGuillen, Osmani Teixeira CarvalhoIssler, João VictorEscolas::EPGEFGV2009-02-05T16:05:59Z2010-09-23T18:57:18Z2009-02-05T16:05:59Z2010-09-23T18:57:18Z2009-02-050104-8910http://hdl.handle.net/10438/2192We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties for a lack of parsimony, as well as the traditional ones. We suggest a new procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties. In order to compute the fit of each model, we propose an iterative procedure to compute the maximum likelihood estimates of parameters of a VAR model with short-run and long-run restrictions. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank, relative to the commonly used procedure of selecting the lag-length only and then testing for cointegration.engFundação Getulio Vargas. Escola de Pós-graduação em EconomiaEnsaios Econômicos;688Reduced rank modelsModel selection criteriaForecasting accuracyEconomiaAnálise de regressãoPrevisão econômicaModelos econométricosExpectativas racionais (Teoria econômica)EconomiaModel selection, estimation and forecasting in VAR models with short-run and long-run restrictionsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTHUMBNAILEnsaioEconomico04fev.pdf.jpgEnsaioEconomico04fev.pdf.jpgGenerated Thumbnailimage/jpeg4327https://repositorio.fgv.br/bitstreams/3775f317-ff8b-415d-8ac1-4f20f4377534/download20b3e14e9c6f574b7e5716ce22974e02MD59ORIGINALEnsaioEconomico04fev.pdfapplication/pdf344579https://repositorio.fgv.br/bitstreams/4a640c6b-7616-4921-8c73-068b47a8f244/download3e8f278ad6a60b8ca1935b94d2938844MD52LICENSElicense.txttext/plain4884https://repositorio.fgv.br/bitstreams/fcf7146e-ef13-4b71-93c5-0625fc245751/download925e1f26676791644a441f30f41ef084MD53TEXTEnsaioEconomico04fev.pdf.txtEnsaioEconomico04fev.pdf.txtExtracted texttext/plain85983https://repositorio.fgv.br/bitstreams/e422c73c-23ff-4f5b-9cc8-fbd8b257b9dc/download03352fffad7f8b5c495116df1b4621c5MD5810438/21922023-11-09 18:31:47.121open.accessoai:repositorio.fgv.br:10438/2192https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742023-11-09T18:31:47Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)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 |
dc.title.eng.fl_str_mv |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
title |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
spellingShingle |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions Athanasopoulos, George Reduced rank models Model selection criteria Forecasting accuracy Economia Análise de regressão Previsão econômica Modelos econométricos Expectativas racionais (Teoria econômica) Economia |
title_short |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
title_full |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
title_fullStr |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
title_full_unstemmed |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
title_sort |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
author |
Athanasopoulos, George |
author_facet |
Athanasopoulos, George Guillen, Osmani Teixeira Carvalho Issler, João Victor |
author_role |
author |
author2 |
Guillen, Osmani Teixeira Carvalho Issler, João Victor |
author2_role |
author author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.affiliation.none.fl_str_mv |
FGV |
dc.contributor.author.fl_str_mv |
Athanasopoulos, George Guillen, Osmani Teixeira Carvalho Issler, João Victor |
dc.subject.por.fl_str_mv |
Reduced rank models Model selection criteria Forecasting accuracy |
topic |
Reduced rank models Model selection criteria Forecasting accuracy Economia Análise de regressão Previsão econômica Modelos econométricos Expectativas racionais (Teoria econômica) Economia |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Análise de regressão Previsão econômica Modelos econométricos Expectativas racionais (Teoria econômica) Economia |
description |
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties for a lack of parsimony, as well as the traditional ones. We suggest a new procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties. In order to compute the fit of each model, we propose an iterative procedure to compute the maximum likelihood estimates of parameters of a VAR model with short-run and long-run restrictions. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank, relative to the commonly used procedure of selecting the lag-length only and then testing for cointegration. |
publishDate |
2009 |
dc.date.accessioned.fl_str_mv |
2009-02-05T16:05:59Z 2010-09-23T18:57:18Z |
dc.date.available.fl_str_mv |
2009-02-05T16:05:59Z 2010-09-23T18:57:18Z |
dc.date.issued.fl_str_mv |
2009-02-05 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/2192 |
dc.identifier.issn.none.fl_str_mv |
0104-8910 |
identifier_str_mv |
0104-8910 |
url |
http://hdl.handle.net/10438/2192 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.ispartofseries.por.fl_str_mv |
Ensaios Econômicos;688 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
Fundação Getulio Vargas. Escola de Pós-graduação em Economia |
publisher.none.fl_str_mv |
Fundação Getulio Vargas. Escola de Pós-graduação em Economia |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional do FGV (FGV Repositório Digital) instname:Fundação Getulio Vargas (FGV) instacron:FGV |
instname_str |
Fundação Getulio Vargas (FGV) |
instacron_str |
FGV |
institution |
FGV |
reponame_str |
Repositório Institucional do FGV (FGV Repositório Digital) |
collection |
Repositório Institucional do FGV (FGV Repositório Digital) |
bitstream.url.fl_str_mv |
https://repositorio.fgv.br/bitstreams/3775f317-ff8b-415d-8ac1-4f20f4377534/download https://repositorio.fgv.br/bitstreams/4a640c6b-7616-4921-8c73-068b47a8f244/download https://repositorio.fgv.br/bitstreams/fcf7146e-ef13-4b71-93c5-0625fc245751/download https://repositorio.fgv.br/bitstreams/e422c73c-23ff-4f5b-9cc8-fbd8b257b9dc/download |
bitstream.checksum.fl_str_mv |
20b3e14e9c6f574b7e5716ce22974e02 3e8f278ad6a60b8ca1935b94d2938844 925e1f26676791644a441f30f41ef084 03352fffad7f8b5c495116df1b4621c5 |
bitstream.checksumAlgorithm.fl_str_mv |
MD5 MD5 MD5 MD5 |
repository.name.fl_str_mv |
Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV) |
repository.mail.fl_str_mv |
|
_version_ |
1810023831867228160 |