Laura Warnecke

2 Questions 1 Answers 0 Followers

Questions related from Laura Warnecke

Easy method for long-term forecast with cointegrated variables with just one independent variable?

I am analyzing the effect of yearly ln(electricity consumption) on ln(GDP). Both are cointegrated. I need forecasts for around 20 years and am thus just interested in the long-term relationship...

30 March 2020 6,854 3 View

Which model do I use for long-term forecasts of multiple cointegrated variables?

I am regression yearly electricity consumption on GDP and population. I found that both independent variables are cointegrated with electricity consumption (with Granger causality running from...

23 March 2020 3,139 2 View