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Keywords = VAR models

Number of Articles: 1
An Alternative VAR Model for Forecasting Iranian Inflation: An Application of Bewley Transformation

Hassan Heydari

Volume 16, Issue 46 , April 2011, , Pages 77-96

Abstract
  This paper focuses on the development of modern non-structural dynamic multivariate time series models and evaluating performance of various alternative specifications of these models for forecasting Iranian inflation. The Quasi-Bayesian method, with Literman prior, is applied to Vector autoregressive ...  Read More