TY  - BOOK
AU  - Maurin, Alain
TI  - Short-term modeling with various vector autoregression and state space models : applications to Trinidad and Tobago
PY  - 1997///
CY  - [St. Augustine]TT
PB  - [Caribbean Centre for Money & Finance]
N2  - 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
ER  -