Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions

Osmani Teixeira de Carvalho Guillén, Alain Hecq, João Victor Issler, Diogo Saraiva

Year of publication:	março de 2015
Authors:	Guillén, Osmani Teixeira de Carvalho ; Hecq, Alain W. J. ; Issler, João Victor ; Saraiva, Diogo
Publisher:	Rio de Janeiro : Escola de Pós-Graduação em Economia da Fundação Getulio Vargas
Subject:	Comovement \| VAR-Modell \| VAR model \| Multivariate Analyse \| Multivariate analysis \| Kointegration \| Cointegration \| Prognoseverfahren \| Forecasting model

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