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Моделирование краткосрочного экономического индикатора в Казахстане // Modeling a short-term economic indicator for Kazakhstan

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  • Жузбаев Адам // Zhuzbayev Adam

    (National Bank of Kazakhstan)

Abstract

В данной работе был осуществлен анализ моделирования КЭИ с применением нескольких подходов. Кроме того, изучен международный опыт моделирования и прогнозирования экономических показателей в развитых и развивающихся странах. // In this work, the analysis of modeling short-term economic indicator was carried out using several approaches. In addition, the international experience of modeling and forecasting economic indicators in developed and developing countries was studied.

Suggested Citation

  • Жузбаев Адам // Zhuzbayev Adam, 2017. "Моделирование краткосрочного экономического индикатора в Казахстане // Modeling a short-term economic indicator for Kazakhstan," Working Papers #2017-6, National Bank of Kazakhstan.
  • Handle: RePEc:aob:wpaper:11
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    File URL: https://nationalbank.kz/file/download/9027
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    More about this item

    Keywords

    Short-term economic indicator; vector autoregressive models based on the Bayesian approach; autoregressive - moving average models; factorial regression models using the least squares method; forecast error; RMSE; MAPE; MAE; MSE; КЭИ; векторные авторегрессионные модели на основе байесовского подхода; модели авторегрессии – скользящего среднего; факторные регрессионные модели по методу наименьших квадратов; ошибка прогноза; RMSE; MAPE; MAE; MSE.;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production

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