Analysis of the use of vector autoregressions in economic forecasting
Using vector autoregressions is a promising direction in short-term economic forecasting. They do not simply model the relationship between different factors, but also model the time-distributed relationship of these factors. Vector autoregressions are suitable for modeling complex dynamic economic...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2023-01-01
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| Series: | E3S Web of Conferences |
| Online Access: | https://www.e3s-conferences.org/articles/e3sconf/pdf/2023/56/e3sconf_wfces2023_02003.pdf |