autoregressive (BVAR) model, which unlike standard autoregressive vector (VAR) models, addresses the overparameterization problem … forecast performance of the BVAR model. In addition, an unrestricted VAR - the most commonly used tool to obtain projections of … benchmark univariate and the unrestricted VAR models in the different time horizons of the forecast sample, but the differences …

algorithm is based on a simple triangularisation which allows to simulate the conditional mean coefficients of the VAR by …

indicators performs in forecasting turning points of the Macedonian business cycle by employing the Qual VAR approach of Dueker …

In this paper, I apply univariate and vector autoregressive (VAR) models to forecast inflation in Vietnam. To … forecasting models from among the different candidates. I find that VAR_m2 is the best monthly model to forecast inflation in …