The present work constitutes the second part of a two-paper project that, in par-ticular, deals with an in-depth study of effective techniques used in econometrics in order tomake accurate forecasts in the concrete framework of one of the major economies of the mostproductive Italian area, namely the province of Verona. It is worth mentioning that this regionis indubitably recognized as the core of the commercial engine of the whole Italian country.This is why our analysis has a concrete impact; it is based on real data, and this is also thereason why particular attention has been taken in treating the relevant economical data and inchoosing the right methods to manage them to obtain good forecasts. In particular, we developan approach mainly based on vector autoregression where lagged values of two or more vari-ables are considered, Granger causality, and the stochastic trend approach useful to work withthe cointegration phenomenon.

Autoregressive approaches to import–export time series II: a concrete case study

DI PERSIO, Luca
2015

Abstract

The present work constitutes the second part of a two-paper project that, in par-ticular, deals with an in-depth study of effective techniques used in econometrics in order tomake accurate forecasts in the concrete framework of one of the major economies of the mostproductive Italian area, namely the province of Verona. It is worth mentioning that this regionis indubitably recognized as the core of the commercial engine of the whole Italian country.This is why our analysis has a concrete impact; it is based on real data, and this is also thereason why particular attention has been taken in treating the relevant economical data and inchoosing the right methods to manage them to obtain good forecasts. In particular, we developan approach mainly based on vector autoregression where lagged values of two or more vari-ables are considered, Granger causality, and the stochastic trend approach useful to work withthe cointegration phenomenon.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11562/924471
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