Wilkie, AD and Şahin, Şule
(2019)
Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages.
Annals of Actuarial Science, 13 (1).
pp. 92-108.
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YetMoreOnAStochasticAssetModelPart5_ Revised_Jan_2018 (1).pdf - Author Accepted Manuscript Download (828kB) |
Official URL: http://dx.doi.org/10.1017/s1748499518000106
Abstract
<jats:title>Abstract</jats:title><jats:p>In this paper we develop a vector autoregressive model for retail prices and wages within the Wilkie model. The results turn out to be a slight improvement over the original model, but the simulated results are not very different.</jats:p>
Item Type: | Article |
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Depositing User: | Symplectic Admin |
Date Deposited: | 03 Dec 2018 14:53 |
Last Modified: | 19 Jan 2023 01:11 |
DOI: | 10.1017/s1748499518000106 |
Related URLs: | |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3029195 |
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