Modeling and Forecasting Iranian Inflation with Time Varying BVAR Models

This paper investigates the forecasting performance of different time-varying BVAR models for Iranian inflation. Forecast accuracy of a BVAR model with Litterman’s prior compared with a time-varying BVAR model (a version introduced by Doan et al., 1984); and a modified time-varying BVAR model, where...

Täydet tiedot

Bibliografiset tiedot

Päätekijät:	Hassan Heydari, Soheila Parvin
Aineistotyyppi:	Artigo
Kieli:	Persa
Julkaistu:	Allameh Tabataba'i University Press 2008-09-01
Sarja:	فصلنامه پژوهش‌های اقتصادی ایران
Aiheet:	inflation bvar model iranian economy
Linkit:	https://ijer.atu.ac.ir/article_3566_f97ce9d290a2622b56760260296c3f7c.pdf
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