BUSINESS INFORM №6-2013

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ABSTRACTS AND INFORMATION ABOUT AUTHORS

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Section: Economic and Mathematical Modeling
UDC 338.27
Naumov V. N.
Forecasting Values of Endogenous Variables in the System of Simultaneous Equations (p. 63 - 68)
The article considers systems of simultaneous econometric equations. It offers methods of their application when solving tasks of forecasting macro-economic indicators. It provides an example of its solution for forecasting the volumes of export and import in Russia on the basis of data of the Institute of Complex Strategic Research.
Keywords: forecasting, systems of simultaneous equations, endogenous variables, exogenous variables, time series, random component, macro-economic indicators
Fig.: 4. Tabl.: 3. Formulae: 7. Bibl.: 3.

Naumov Vladimir N. – Doctor of Sciences (Military), Professor, Deputy Head of the Department, Department of Mathematics and Modelling of Socio-Economic Processes, North-West Institute - a Branch of the Russian Academy of National Economy and the State Service under the President of the Russian Federation (Sredniy pr., V.O., d. 57/43, St. Petersburg, 199178, Russia)
Email: [email protected]]

Article is written in Russian
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Reference to this article:
Naumov, Vladimir N. (2013) “Forecasting Values of Endogenous Variables in the System of Simultaneous Equations.” Business Inform 6:63–68.

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