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      Forecasting Saudi Arabia’s Non-Oil GDP Using a Bayesian Mixed Frequency VAR
      Energy and Economic Vulnerability

      Forecasting Saudi Arabia’s Non-Oil GDP Using a Bayesian Mixed Frequency VAR

      Jeremy Rothfield, Mansour Al Rajhi

      Bayesian vector autoregressions have been used by central banks to prepare short-term projections of quarterly GDP and other macroeconomic variables. The Bayesian approach offers the advantage that a researcher can use a priori knowledge to specify a prior distribution of…

      Jeremy Rothfield Rothfield, Jeremy
      Mansour Al Rajhi Mansour Al Rajhi
      23 May 2024
      Seasonal Adjustment of GDP Time Series – Private Sector Component
      Models, Data and Tools

      Seasonal Adjustment of GDP Time Series – Private Sector Component

      Jeremy Rothfield, Mansour Al Rajhi

      The General Authority for Statistics (GaStat) categorizes Saudi Arabia’s gross domestic product (GDP) into institutional oil and non-oil segments. The institutional non-oil segment can be further broken down into institutional government and institutional private sectors. For analysts, the seasonal adjustment…

      Jeremy Rothfield Rothfield, Jeremy
      Mansour Al Rajhi Mansour Al Rajhi