Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages



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). 92 - 108.

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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
Depositing User: Symplectic Admin
Date Deposited: 03 Dec 2018 14:53
Last Modified: 01 Jul 2022 07:17
DOI: 10.1017/s1748499518000106
URI: https://livrepository.liverpool.ac.uk/id/eprint/3029195