Abstract：Using prior information,the Bayesian Vector Autoregression(BAVR)model can overcome the problem of insufficient time series observation,and in theory,have better performances in regional economic forecasting.In literature on regional economic forecasting,most papers failed to evaluate alternative model's real out-of-sample forecasting errors.But our previous research,forecasting main economic variables of the Minority Areas from 2010 to 2015 with BVAR,provides a rare opportunity to do such evaluation study.Based on evidences from the Minority Areas,this paper demonstrates that the BVAR model has superior forecasting performance.Also,this paper points out the ways of how to improve regional BVAR model's forecasting precisions.
王飞. 评价贝叶斯向量自回归模型在区域经济预测中的表现[J]. 中国科技论坛, 2014(10): 138-143.
Wang Fei. Evaluation on Performances of the Bayesian Vector Autoregression Model in Regional Economic Forecasting. , 2014(10): 138-143.
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