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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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Wedi'i Gadw mewn:
Prif Awduron: Faridoon Khan, Hasnain Iftikhar, Imran Khan, Paulo Canas Rodrigues, Abdulmajeed Atiah Alharbi, Jeza Allohibi
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: MDPI AG 2025-05-01
Cyfres:Mathematics
Pynciau:
macroeconomic variables
U.S.
time series analysis
financial economics
multi-step forecasting
statistical models
Mynediad Ar-lein:https://www.mdpi.com/2227-7390/13/11/1706
Tagiau: Ychwanegu Tag
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