Deposit Modeling in EViews

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

breakwater
Posts: 1
Joined: Thu Feb 15, 2024 3:58 am

Deposit Modeling in EViews

Postby breakwater » Thu Feb 22, 2024 3:42 am

Hello: I'm a novice modeler and EViews user.

I've been tasked with creating a model to forecast changes in deposit balances within the banking industry as a function of changes in macro variables. A prior version of this model used OLS estimation and forecasted changes in deposit balances as a function of changes in the M2 Money Supply. I believe this specification can be improved by exploring other estimation techniques and including additional variables. I'd like to consider a Vector Error Correction (VECM) model, an Autoregressive Distributed Lag (ARDL) model, and an Autoregressive Integrated Moving Average (ARIMA) model.

- Are these appropriate, given my objective?
- Are these techniques available in EViews? (I believe so)
- Would you recommend any other approaches?

Thank you!

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 15 guests