Maurin, Alain <br/><br/>
Short-term modeling with various vector autoregression and state space models : applications to Trinidad and Tobago 

 - [St. Augustine]TT  [Caribbean Centre for Money & Finance]  1997 
 - 24 p. 
<br/><br/> 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. 
<br/><br/><label>Universal Decimal Class. No.: </label>11.02.01 M742ma(1997)