Modeling Egypt

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F12%3A00426515" target="_blank" >RIV/67985998:_____/12:00426515 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Modeling Egypt

Original language description

The report has three chapters. Chapter 1 summarizes the main features of the Egyptian economy relevant for building the FPAS. Chapter 2 presents the structural macroeconomic model and its properties captured by the decompositions of variances of the model?s variables in terms of the model shocks and by its impulse-response functions. This chapter also describes Bayesian vector autoregressions used for the near-term forecasting. Chapter 3 evaluates how the models perform empirically. The forecasting power is assessed both in the sample and by using an out-of-the-sample comparison with the standard random-walk benchmark. We conclude that the FPAS performs satisfactorily in this comparison.

Czech name

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Czech description

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Type

O - Miscellaneous

CEP classification

AH - Economics

OECD FORD branch

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Project

<a href="/en/project/LF11018" target="_blank" >LF11018: Global Forecasting Portal for Developing Countries</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2012

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů