An Alternative VAR Model for Forecasting Iranian Inflation: An Application of Bewley Transformation
This paper focuses on the development of modern non-structural dynamic multivariate time series models and evaluating performance of various alternative specifications of these models for forecasting Iranian inflation. The Quasi-Bayesian method, with Literman prior, is applied to Vector autoregressi...
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| Format: | Article |
| Language: | fas |
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Allameh Tabataba'i University Press
2011-03-01
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| Series: | فصلنامه پژوهشهای اقتصادی ایران |
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| Online Access: | https://ijer.atu.ac.ir/article_3312_93ce472d7cfc21bf644416567e2ba546.pdf |