Forecasting in a Structural VARs with Sign Restrictions: The Case of Taiwan
碩士 === 逢甲大學 === 經濟學系 === 106 === In this thesis, we impose the sign restrictions on a structural vector autoregression (SVAR) model. Compare with the classical VAR (CVAR) and the Bayesian VAR (BVAR), we want to study whether the imposition of the sign restrictions into the models can improve the mod...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xywrrv |