Forecasting with a noncausal VAR model
Year of publication: |
2012
|
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Authors: | Nyberg, Henri ; Saikkonen, Pentti |
Publisher: |
Helsinki : Bank of Finland |
Subject: | Noncausal vector autoregression | forecasting | simulation | importance sampling | inflation |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-952-462-828-0 |
Other identifiers: | 729707695 [GVK] hdl:10419/212236 [Handle] RePEc:zbw:bofrdp:rdp2012_033 [RePEc] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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