Search Results - subject:"Vector Autoregressive Model"

The accuracy of two forecasting techniques : some evidence and an interpretation

MacNees, Stephen K. - In: New England economic review (1986), pp. 20-31

Persistent link: https://www.econbiz.de/10001011938

Forecasting vector autoregressions with Bayesian priors

Bessler, David A.; Kling, John L. - In: American journal of agricultural economics 68 (1986) 1, pp. 144-151

Persistent link: https://www.econbiz.de/10003491368

Optimal choice of monetary policy instruments : an optimal control simulation with var for Japan

Komura, Chikara - 1986

Persistent link: https://www.econbiz.de/10003528359

Asymptotic normality of coefficients in a vector autoregression with unit roots

Sims, Christopher A. - 1986

Persistent link: https://www.econbiz.de/10003528371

A Vector Autoregressive Forecasting Model of The US$/$A Exchange Rate

Hogan, Lindsay I.; Urban, Peter J.; Anh, V. V. - In: Australian Journal of Management 10 (1985) 2, pp. 47-65

A forecasting model of the US$/$A exchange rate is derived through the application of vector autoregression (VAR) techniques. The major theoretical models of exchange rate determination are reviewed to identify relevant variables to include in the VAR model. For the within-sample period of...

Persistent link: https://www.econbiz.de/10010769559