✦ LIBER ✦

Vector auto regression modeling and forecasting

✍ Scribed by Ken Holden

Publisher: John Wiley and Sons
Year: 1995
Tongue: English
Weight: 526 KB
Volume: 14
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980140302

No coin nor oath required. For personal study only.

✦ Synopsis

This paper provides an introduction to vector autoregression models, explaining their origins and their use for modelling and forecasting. The recent developments of structural modelling and the treatment of nonstationary variables are also considered. KEY WORDS economic forecasting; vector autoregression; structural VAR; non-stationary variables 35 (1987), 143-59.

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