Open AccessModeling and forecasting a firm’s financial statements with a VAR – VECM model
Author(s) -
Otávio Ribeiro de Medeiros,
Bernardus Ferdinandus Nazar Van Doornik,
Gustavo Rezende de Oliveira
Publication year - 2011
Publication title -
bbr. brazilian business review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.176
H-Index - 4
ISSN - 1808-2386
DOI - 10.15728/bbr.2011.8.3.2
Subject(s) - econometrics , economics , cointegration , vector autoregression , variance decomposition of forecast errors , financial ratio , error correction model , financial economics , finance