期刊名称：Zagreb International Review of Economics and Business
印刷版ISSN：1331-5609
出版年度：2012
卷号：15.
期号：1.
页码：23-36
出版社：Ekonomski fakultet Sveučilišta u Zagrebu
摘要：In this paper we asses the ability of alternative time series models to produce accurate fi scal revenue forecasts in a transition country and compare them to offi cial forecast. We take on a disaggregated approach and estimate separate models for seven revenue sources. Alternative time series models – trend model, random walk, ARIMA, regression and error correction models – are specifi ed using quarterly data. One - and two - year ahead forecasts are calculated and compared against actual values and offi cial forecasts. Results suggest that despite impediments, econometric methods produce forecasts that are in general more accurate than offi cial forecasts prepared using expert judgment.
关键词：forecasting; fiscal revenues; time series; transition
