The Vector Autoregressive Model (VAR) in net income analysis in a company

The article presents the application of the Vector Autoregressive Model (VAR) to relationships between economic processes from profit and loss account, and balance. The empirical part of the article has two VAR models. The first one shows an approach to modeling of a company’s net income and the sec...

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Bibliographic Details
Main Author: Moniko Kośko
Format: Article
Language:English
Published: WSB University in Torun 2011-12-01
Series:Torun Business Review
Online Access:https://tbr.wsb.torun.pl/index.php/journal/article/view/181