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Vector Autoregressive Models for Multivariate Time Series · Study

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ChapterVector Autoregressive Models for Multivariate Time Series

Eric W. Zivot2003

Chapter2003

Vector Autoregressive Models for Multivariate Time Series

Eric W. Zivot · Jiahui Wang

343 citations·0/0 files stored·Springer eBooks

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Time Series Analysis and Forecasting

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1980Macroeconomics and Reality 2012The Econometrics of Financial Markets 1997The Econometrics of Financial Markets 2006Analysis of Financial Time Series 1993Introduction to Multiple Time Series Analysis 1983Forecasting and Conditional Projection Using Realistic Prior Distributions 1984Forecasting and conditional projection using realistic prior distributions

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2007Vector Autoregressive Models for Multivariate Time Serieschapter · 9 shared references 2008Introductory Econometrics for Financebook · 7 shared references 1995Progressive Modeling of Macroeconomic Time Series The LSE Methodologychapter · 6 shared references 2001Cross-effects of fundamental state variablesarticle · 6 shared references 1998Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UKarticle · 5 shared references 2012Modeling Supply-Side Dynamics of IT Components, Products, and Infrastructure: An Empirical Analysis Using Vector Autoregressionarticle · 5 shared references

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Year2003

Typechapter

Published2003-01-01

VenueSpringer eBooks

Languageen

Citations343

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1007/978-0-387-21763-5_11

openalex_workW20141250

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