Medeiros, Otavio Ribeiro de; Doornik, Bernardus … - In: Brazilian Business Review 8 (2011) 3, pp. 20-39
This paper reports the development and estimation of a Vector Autoregressive (VAR) econometric model representing the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, this work was carried out as a case study, where the...