{"created":"2023-06-20T15:03:40.453159+00:00","id":1824,"links":{},"metadata":{"_buckets":{"deposit":"c06e5d95-bd12-43d7-b1fe-49c28f8b0000"},"_deposit":{"created_by":16,"id":"1824","owners":[16],"pid":{"revision_id":0,"type":"depid","value":"1824"},"status":"published"},"_oai":{"id":"oai:grips.repo.nii.ac.jp:00001824","sets":["1:117"]},"author_link":[],"item_12_description_22":{"attribute_name":"著者情報","attribute_value_mlt":[{"subitem_description":"http://www.grips.ac.jp/list/jp/facultyinfo/leon_gonzalez_roberto/","subitem_description_type":"Other"}]},"item_12_description_6":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Forecasting macroeconomic variables in the rapidly changing macroeconomic environments faced by developing and emerging countries is an important task for central banks and policy-makers, yet often presents a number of challenges. In addition to the structural changes in the economy, the time-series data are usually available only for a small number of periods, and predictors are available in different lengths and frequencies. Dynamic model averaging (DMA), by allowing the forecasting model to change dynamically over time, permits the use of predictors with different lengths and frequencies for the purpose of forecasting in a rapidly changing economy. This study uses DMA to forecast inflation and growth in Vietnam, and compares its forecasting performance with a wide range of other time-series methods. Some results are noteworthy. First, the number and composition of the optimal predictor set changed, indicating changes in the economic relationships over time. Second, DMA frequently produces more accurate forecasts than other forecasting methods for both the inflation and the economic growth rate of Vietnam.","subitem_description_type":"Abstract"}]},"item_12_description_7":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"JEL Classification Codes: E31, E37, O40, C11, C53","subitem_description_type":"Other"}]},"item_12_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.24545/00001812","subitem_identifier_reg_type":"JaLC"}]},"item_12_publisher_12":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"GRIPS Policy Research Center ","subitem_publisher_language":"en"}]},"item_12_relation_16":{"attribute_name":"関連サイト","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"https://ideas.repec.org/p/ngi/dpaper/21-03.html"}],"subitem_relation_type":"isIdenticalTo","subitem_relation_type_id":{"subitem_relation_type_id_text":"https://ideas.repec.org/p/ngi/dpaper/21-03.html","subitem_relation_type_select":"URI"}}]},"item_12_text_10":{"attribute_name":"発行年","attribute_value_mlt":[{"subitem_text_value":"2021-06"}]},"item_12_text_5":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"政策研究大学院大学 / National Graduate Institute for Policy Studies；Banking Academy of Vietnam"},{"subitem_text_value":"政策研究大学院大学 / National Graduate Institute for Policy Studies"}]},"item_12_version_type_19":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_ab4af688f83e57aa","subitem_version_type":"AM"}]},"item_1693541285410":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2021-06-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"21-03","bibliographic_titles":[{"bibliographic_title":"GRIPS Discussion Papers","bibliographic_titleLang":"en"}]}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"LE, Ha Thu","creatorNameLang":"en"}]},{"creatorNames":[{"creatorName":"LEON-GONZALEZ, Roberto","creatorNameLang":"en"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","filename":"DP21-03.pdf","filesize":[{"value":"717.1 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"DP21-03.pdf","url":"https://grips.repo.nii.ac.jp/record/1824/files/DP21-03.pdf"},"version_id":"9fc49c5c-edee-45a7-af49-4e7b35202a52"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Bayesian","subitem_subject_scheme":"Other"},{"subitem_subject":"dynamic model averaging","subitem_subject_scheme":"Other"},{"subitem_subject":"forecasting macroeconomic variables","subitem_subject_scheme":"Other"},{"subitem_subject":"Vietnam","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report"}]},"item_title":"Forecasting Macroeconomic Variables in Emerging Economies: An Application to Vietnam","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Forecasting Macroeconomic Variables in Emerging Economies: An Application to Vietnam","subitem_title_language":"en"}]},"item_type_id":"12","owner":"16","path":["117"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2021-06-01"},"publish_date":"2021-06-01","publish_status":"0","recid":"1824","relation_version_is_last":true,"title":["Forecasting Macroeconomic Variables in Emerging Economies: An Application to Vietnam"],"weko_creator_id":"16","weko_shared_id":-1},"updated":"2023-11-20T08:42:21.012883+00:00"}