• Nenhum resultado encontrado

Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions

N/A
N/A
Protected

Academic year: 2017

Share "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions"

Copied!
41
0
0

Texto

Loading

Imagem

Table 1: Long and short-run properties of the series in the forecast experiment
Table 3: Relative RMSFE of restricted models vs VAR for i lr . Forecast period up to
Table 4: Relative RMSFE of restricted models vs VAR for i sr . Forecast period up to 2012
Table 9: Relative RMSFE of restricted models vs VAR for D t . Forecast period up
+3

Referências

Documentos relacionados

Nesse sentido, analogias podem ser vistas como potenciais recursos didáticos, pois elas têm como função básica estabelecer um relacionamento entre similaridades de dois

On basis of those results, this study detects long run and short run bidirectional causality from farm price to retail price and vice versa for banana and watermelon i.e., there

Como sabemos este projeto é inacabado, e um operador modal, ou seja, um dever-ser cósmico mais fraco que o dever-ser kantiano perpassando todo o sistema, não resolve esta

1. Les lois bioéthiques cinq ans après. La Documentation Française; 1999. Lenguaje de la vida: el ADN y la revolución de la medicina personalizada. Droit et marchandisation de la

Underrepresentation of the vaccine’s target age group, incomplete and short-term follow-up, definitional limita- tions, hormone usage, fortnight restrictions of vaccine report

Results based on the Common Correlated Effect estimator of Pesaran (2006) and on Panel Error Correction Models to sort out short- and long-run fiscal developments show that

argue that the availability of a Pseudo Relative structure - PRs are an instance of SCls having a tensed CP as its predicate and under several aspectual restrictions - leads to

Constraints are used to model restrictions over the allowed set of relationships in which an instance can participate and to identify restrictions on setting values of