Quilis, Enrique M. - 2015
In this paper we explore the use of Genetic Algorithms (GA) to calibrate seasonal BVAR models. In this way, the … the BVAR model. At the same time, the use of GA allows calibration to be performed on a diffuse setting, preserving as … much as possible the flexible nature of BVAR and revealing interesting features of the data. The well-known U.S. housing …