Akkaya, Murat - In: Handbook of research on emerging theories, models, and …, (pp. 197-214). 2021
The aim of this study is to explain vector autoregressive (VAR) models and Granger causality. VAR is an econometric model that generalizes univariate autoregressive (AR) models. VAR is a regression model that can be considered as a kind of hybrid among univariate time series models. VAR models...