Advanced Search
MyIDEAS: Login

Explaining And Forecasting Investment Expenditure In Canada: Combined Structural And Time Series Approaches, 1961-2000

Contents:

Author Info

  • ISLAM, Asadul

    ()

Abstract

This paper examines the structural flexible accelerator model of investment with time series model. The Box-Jenkins methodology of ARIMA specification has been used for the estimated residuals of the multivariate Flexible Accelerator Model. I then reestimate the time series model and structural model simultaneously to model the Canadian investment over the period and see how the model forecasts and fits well. The results indicate that the combined structural and ARIMA modeling gives better fit to the actual investment forecast than structural or ARIMA modeling by itself.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.usc.es/~economet/journals1/aeid/aeid717.pdf
Download Restriction: Access restricted to subscribers. Free on line subscription for universities from low income countries. More information at http://www.usc.es/economet/info.htm

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Euro-American Association of Economic Development in its journal Applied Econometrics and International Development.

Volume (Year): 7 (2007)
Issue (Month): 1 ()
Pages:

as in new window
Handle: RePEc:eaa:aeinde:v:7:y:2007:i:1_7

Contact details of provider:
Web page: http://www.usc.es/economet/eaa.htm

Order Information:
Email:
Web: http://www.usc.es/economet/info.htm

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eaa:aeinde:v:7:y:2007:i:1_7

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (M. Carmen Guisan).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.