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Keywords = BVAR Model

Number of Articles: 1
Modeling and Forecasting Iranian Inflation with Time Varying BVAR Models

Hassan Heydari; Soheila Parvin

Volume 12, Issue 36 , October 2008, , Pages 59-84

Abstract
  This paper investigates the forecasting performance of different time-varying BVAR models for Iranian inflation. Forecast accuracy of a BVAR model with Litterman’s prior compared with a time-varying BVAR model (a version introduced by Doan et al., 1984); and a modified time-varying BVAR model, ...  Read More