A Hybrid Vector Autoregressive Model for Accurate Macroeconomic Forecasting: An Application to the U.S. Economy

A Hybrid Vector Autoregressive Model for Accurate Macroeconomic Forecasting: An Application to the U.S. Economy

Forecasting macroeconomic variables is essential to macroeconomics, financial economics, and monetary policy analysis. Due to the high dimensionality of the macroeconomic dataset, it is challenging to forecast efficiently and accurately. Thus, this study provides a comprehensive analysis of predicti...

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Bibliographic Details
Main Authors: Faridoon Khan, Hasnain Iftikhar, Imran Khan, Paulo Canas Rodrigues, Abdulmajeed Atiah Alharbi, Jeza Allohibi
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Mathematics
Subjects:
macroeconomic variables
U.S.
time series analysis
financial economics
multi-step forecasting
statistical models
Online Access:https://www.mdpi.com/2227-7390/13/11/1706
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