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Short-term modeling with various vector autoregression and state space models : applications to Trinidad and Tobago

By:

Maurin, Alain

Material type: Text

TextPublication details: [Caribbean Centre for Money & Finance] [St. Augustine]TT 1997Description: 24 pAction note:

1/30/09 JOYD

Summary: Presents the various VAR and state space models underlying the main results of literature. Points out their application in two directions viz. firstly conduts a competition based on a five variable system gathering time series from Trinidad and Tobago; secondly tackles their use to study dynamic interactions between the variables by means of impulse response function.

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Presents the various VAR and state space models underlying the main results of literature. Points out their application in two directions viz. firstly conduts a competition based on a five variable system gathering time series from Trinidad and Tobago; secondly tackles their use to study dynamic interactions between the variables by means of impulse response function.

1/30/09 JOYD

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