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On the predictability of time-varying VAR and DSGE models

✍ Scribed by Stelios Bekiros, Alessia Paccagnini


Book ID
120743938
Publisher
Springer-Verlag
Year
2012
Tongue
English
Weight
338 KB
Volume
45
Category
Article
ISSN
0377-7332

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A note on the properties of some time va
✍ Abdelouahab Bibi; Alwell J. Oyet πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 153 KB

In this note, a su cient condition is given for the existence and uniqueness of a stable causal solution for bilinear time series with time-varying coe cients; also some conditions for invertibility and the optimal prediction procedure are given. The notions of controllability, observability and min