000 00807nam a2200133Ia 4500
080 _a11.02.01 M742ma(1997)
100 _aMaurin, Alain
245 _aShort-term modeling with various vector autoregression and state space models : applications to Trinidad and Tobago
260 _b[Caribbean Centre for Money & Finance]
_a[St. Augustine]TT
_c1997
300 _a24 p.
520 _aPresents 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.
583 _c1/30/09
_kJOYD
942 _cM
_mM742ma(1997)
999 _c33658
_d33658