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

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  • Wilkie, A. D.
  • Åžahin, Åžule

Abstract

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.

Suggested Citation

  • Wilkie, A. D. & Åžahin, Åžule, 2019. "Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages," Annals of Actuarial Science, Cambridge University Press, vol. 13(1), pages 92-108, March.
    • Handle: RePEc:cup:anacsi:v:13:y:2019:i:01:p:92-108_00
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    Cited by:

    1. c{S}ule c{S}ahin & Shaun Levitan, 2019. "A Stochastic Investment Model for Actuarial Use in South Africa," Papers 1912.12113, arXiv.org, revised Jan 2021.
    2. Wen Chen & Nicolas Langren'e, 2020. "Deep neural network for optimal retirement consumption in defined contribution pension system," Papers 2007.09911, arXiv.org, revised Jul 2020.
    3. Wen Chen & Nicolas Langrené, 2020. "Deep neural network for optimal retirement consumption in defined contribution pension system [Réseau de neurones profond pour consommation à la retraite optimale en système de retraite à cotisatio," Working Papers hal-02909818, HAL.

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