Forecasting with a noncausal VAR model
Year of publication: |
2014
|
---|---|
Authors: | Nyberg, Henri ; Saikkonen, Pentti |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 76.2014, C, p. 536-555
|
Publisher: |
Elsevier |
Subject: | Noncausal vector autoregression | Forecasting | Simulation | Importance sampling | Inflation |
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