DOCUMENTOS OF ECONOMETRIC APPLICATIONS. DEA BOOKS.

FACULTY OF ECONOMICS

UNIVERSITY OF SANTIAGO DE COMPOSTELA (USC), Spain

https://www.usc.gal/economet/rde/rde4.htm

Arranz, Matilde (1996). Forecasting   Private Consumption  Structure in  EEC Countries: SKIM model results and comparison with other approaches

Our  analysis  was  performed  with  data from 10 EEC countries in the period 1962-86 and is devoted to the changes in the structure of private consumption with respect to eight commodity groups. We began with eleven different approaches from which we chose four. In turn we then compared them with the SKIM model. A total of 880 equations have been estimated during the period 1962-84 and from that source of information we evaluated the forecasting accuracy for the period 1984-86. The main conclusion is that the Skim model, presented in this paper, generally performs better than the other models considered (Rotterdam, loglinear, LES, Deaton and Muellbauer, etc.)

Electronic Edition: pdf at  EcoDev 54 (2002)

Matilde Arranz, Professor of Econometrics. University of A Coruna (UDC), Spain

Índice

                                                                                                                                               Página

1.- Introduction ………………………………………………………………...............................2

2.- Private Consumption in the Euroepan Economic Community Countries (EEC) , 1960-1985...7

3.- Forecasting Accuracy of SKIM Model and Comparison with Other Models ……………......18

 4.-References..................................................................................................................................32

Book DEA nº 4

Series de libros: Documents of Econometric Applications/Documentos de Econometría Aplicada

ISSN 1135-9382

Publisher of the printed edition: University of Santiago de Compostela (USC), Spain

Printed edition 1996. Electronic Edition 2002.

Consejo Editorial de la serie de libros DEA, 1995-2000

Directora de la Serie: Maria-Carmen Guisan, Catedrática de Econometría de la USC

Vocales: J.Bernardo Pena Trapero (Catedrático de Econometría de la UAH); Antonio Pulido Sanromán (Catedrático de Econometría de la UAM); Jesús Cavero Álvarez (Catedrático de la Econometría de la Universidad de Valladolid); Matilde Arranz Pérez (Catedrática de Econometría de la UDC), Xosé Antón Rodríguez (Profesor de Econometría de la USC)

Website of the research team of Econometrics: https://www.usc.gal/economet/econometria.htm

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Website of Books DEA: https://www.usc.gal/economet/documentos.htm