The network vector autoregression (NAR) model incorporates the network information among individuals. The response of each individual can be explained by its lagged value, the average of its neighbors ...

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 ...