VAR model empirical analysis based on nonstationary time series

zbMATH Open1474.91128MaRDI QIDQ4996103FDOQ4996103

Authors: Yujiao Liu, Yuhua Lv 

Publication date: 1 July 2021

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zbMATH Keywords

GDPVAR modelGCFco-integration test

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited In (7)

• Non-stationary time series model building and application
• Research of monetary policy effectiveness based on VAR model
• The application of transfer function model in national GDP data
• Impulse response and forecast error variance asymptotics in nonstationary VARs
• The application of time series analysis in the fiscal budget variance of China
• Computational Science - ICCS 2004
• GDP prediction based on Volterra functional series

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