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JSTOR DailyLíon na míonna: 2

VARMA versus VAR for Macroeconomic Forecasting on JSTOR

George Athanasopoulos, Farshid Vahid, VARMA versus VAR for Macroeconomic Forecasting, Journal of Business & Economic Statistics, Vol. 26, No. 2 (Apr., 2008), pp. 237-252 ...
International Monetary Fund9y

Forecasting the Nominal Brent Oil Price with VARs—One Model ... - IMF

We carry out an ex post assessment of popular models used to forecast oil prices and propose a host of alternative VAR models based on traditional global macroeconomic and oil market aggregates. While ...
JSTOR DailyLíon na míonna: 5

Real-Time Forecasting With a Mixed-Frequency VAR

Frank Schorfheide, Dongho Song, Real-Time Forecasting With a Mixed-Frequency VAR, Journal of Business & Economic Statistics, Vol. 33, No. 3 (July 2015), pp. 366-380 ...