期刊名称：South East European Journal of Economics and Business
印刷版ISSN：1840-118X
出版年度：2020
卷号：15
期号：2
页码：1-14
DOI：10.2478/jeb-2020-0011
出版社：Walter de Gruyter GmbH
摘要：The paper explores the possibilities of creating an econometric model for making short-term forecasts of the Gross Domestic Product of Bosnia and Herzegovina (GDP of B&H). Its aim is to determine the most representative and most efficient model for forecasting the quarterly GDP of B&H. This is the first paper that simultaneously compares ARIMA models, bridge models and factor models in three different time periods. All variables are available for the period of 2006q1-2016q4. The final choice of the model for forecasting the quarterly GDP of B&H was selected on the basis of a comparative analysis of the predictive efficiency of the analysed models. Based on the obtained results, the most efficient model for forecasting quarterly GDP of B&H is the bridge model, which includes four variables as regressor: Retail sale of other goods, Total loans, Manufacturing and Manufacture of food products.
