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

A. D. Wilkie and Şule Şahin

Annals of Actuarial Science, 2019, vol. 13, issue 1, 92-108

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.

Date: 2019
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