notably with the pandemic. In a VAR, allowing the errors to have a distribution with fatter tails than the Gaussian one equips … the model to better deal with the COVID-19 shock. A standard Gaussian VAR can still be used for producing conditional …

causal VAR with Brazilian typical data and compare its forecasts to a regular causal VAR, using the same data found to be non … fiscal policy, as the non causal VAR has shown substantially better predictive ability than the regular causal VAR for that …

Purpose: This study focuses on forecasting the price of the most important export crops of vegetables and fruits in … used instead. The GARCH (1,1) is found to be a better model in forecasting price of potatoes. Originality/value: The study … food in these economies, so forecasting agricultural prices is a substantial requirement for drawing up many economic plans …