This article develops a new Bayesian Poisson vector autoregression model that can characterize endogenous dynamic counts with no restrictions on the contemporaneous correlations. Impulse responses, ...

Vector autoregression (VAR) is a means of circumventing this problem. We explain the logic of this alternative modeling strategy and examine its relative virtues.

Dynamic multi-objective optimisation (DMO) handles optimisation problems with multiple (often conflicting) objectives in varying environments. This paper proposes vector autoregressive evolution (VARE ...

Exchange rate pass-through in a set of euro area prices along the pricing chain is examined. Using a vector autoregression (VAR) approach, the empirics analyze the joint time-series behavior of the ...

A Bayesian factor-augmented interacted vector autoregression framework purified of expectations is employed to analyze how government spending shocks have impacted CO2 emissions in the United States ...