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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Bibliographic Details
Main Author: Hassan Heydari
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2011-03-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
Online Access:https://ijer.atu.ac.ir/article_3312_93ce472d7cfc21bf644416567e2ba546.pdf