Fourth, the paper present a vector autoregression model to forecast Cambodia’s GDP in the next few quarters using global forecasts of China’s and US’s economy as well as oil and rice price. This paper ...

This paper examines the sustainability of fiscal policy under uncertainty in three emerging market countries, Brazil, Mexico, and Turkey. For each country, we estimate a vector autoregression (VAR) ...

Vector autoregression (VAR) is a means of circumventing this problem. We explain the logic of this alternative modeling strategy and examine its relative virtues.

Kimberly L. Haden, Larry W. VanTassell, Application of Vector Autoregression to Dynamic Relationships within the U.S. Dairy Sector, North Central Journal of ...

This paper investigates spillovers between electricity supply shocks and US growth, using monthly data from forty-eight US states from January 2001 to September 2016, and employs a novel strategy for ...