Forecasting with a noncausal VAR model
Year of publication: |
2012-11-09
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Authors: | Nyberg, Henri ; Saikkonen, Pentti |
Institutions: | Suomen Pankki |
Subject: | noncausal vector autoregression | forecasting | simulation | importance sampling | inflation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Research Discussion Papers The price is Available online only. Number 33/2012 38 pages |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation |
Source: |
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