Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting

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Date: 2013-07-09 11:41:19 Error correction model Cointegration Vector autoregression Mohammad Hashem Pesaran Economic model Macroeconomic model Normal distribution Statistics Econometrics Time series analysis		Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting Add to Reading List Source URL: federalreserve.gov Download Document from Source Website File Size: 92,77 KB Share Document on Facebook