An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages ...

An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages ...

Hideaki Sakai, Takashi Soeda, Hidekatsu Tokumaru, On the Relation Between Fitting Autoregression and Periodogram with Applications, The Annals of Statistics, Vol. 7 ...

The high inflation meant a loss of price competitive advantage, a key for economic recovery from a crisis. This paper examines the pass-through effects of exchange rate changes on the domestic prices ...