Open AccessEvaluating a Global Vector Autoregression for Forecasting
Author(s) -
Neil R. Ericsson,
Erica L. Reisman
Publication year - 2012
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2012.1056
Subject(s) - vector autoregression , cointegration , econometrics , impulse response , economics , autoregressive model , error correction model , mathematics , mathematical analysis