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Notas sobre vectores autoregressivos (V. A. R.)

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  • Aubone, Aníbal

Abstract

This paper presents an introduction to vector autoregression (V AR) models. It is concerned with some points that are basic to an understanding af this type of model.

Suggested Citation

  • Aubone, Aníbal, 1988. "Notas sobre vectores autoregressivos (V. A. R.)," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 8(1), June.
    • Handle: RePEc:sbe:breart:v:8:y:1988:i:1:a:3096
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    File URL: https://periodicos.fgv.br/bre/article/view/3096
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    References listed on IDEAS

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    1. Litterman, Robert B & Weiss, Laurence M, 1985. "Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data," Econometrica, Econometric Society, vol. 53(1), pages 129-156, January.
    2. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).
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