Redžepagić, Srđan and Filimonović, Dragan and Bodroža, Duško (2013) Forecasting Serbian quarterly GDP. In: Monetary rules and their importance in context of Monetary Union and economic crisis. Institute of Economic Sciences, Belgrade, pp. 157-165. ISBN 978-86-80315-99-7
Full text not available from this repository. (Request a copy)Abstract
In this paper we have forecasted Serbian quarterly GDP data for 2013. We have used extended classical Box-Jenkins approach, also known as Seasonal Autoregressive Integrated Moving Average (SARIMA) stochastic model. We have identified the SARIMA (0,2,2)(2,1,0)[4] as the model which provides the best explanation of the data. According to our forecast, Serbian economy will grow by 1.3% in 2013 which is in line with predictions published by several commercial banks operating in Serbia. Our model shows that the largest GDP growth will be at the end of the year, i.e. in the last two quarters.
| Item Type: | Book Section |
|---|---|
| Additional Information: | COBISS.ID=512236386 |
| Uncontrolled Keywords: | GDP, SARIMA, Forecast |
| Research Department: | Sectorial Economics |
| Depositing User: | Jelena Banovic |
| Date Deposited: | 27 Sep 2016 12:02 |
| Last Modified: | 15 Apr 2020 09:58 |
| URI: | http://ebooks.ien.bg.ac.rs/id/eprint/750 |
Actions (login required)
 |
View Item |
