Forecasting with a noncausal VAR model

Computational Statistics and Data Analysis

Volumn 76, Issue , 2014, Pages 536-555

  Nyberg, Henri ^a   Saikkonen, Pentti ^a,b  

^a UNIVERSITY OF HELSINKI   (Finland)

^b Department of Mathematics and Statistics University of Helsinki ^*  (Finland)

Author keywords

Forecasting; Importance sampling; Inflation; Noncausal vector autoregression; Simulation

Indexed keywords

FORECASTING; IMPORTANCE SAMPLING; MONTE CARLO METHODS; REGRESSION ANALYSIS; VALUE ENGINEERING; INTELLIGENT SYSTEMS; NUMERICAL METHODS;

FORECASTING ACCURACY; FORECASTING METHODS; INFLATION; PREDICTION PROBLEM; SIMULATION; SIMULATION PROCEDURES; VECTOR AUTOREGRESSIONS; VECTOR AUTOREGRESSIVE MODEL;

COMPUTER SIMULATION; MONTE CARLO METHODS;

EID: 84901607753     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2013.10.014     Document Type: Article

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