Seasonal quasi-vector autoregressive models for macroeconomic data Working Papers uri icon

publication date

  • 2018

series title

  • UC3M Working papers Economics

series number

  • 18-03

keywords

  • dynamic conditional score (dcs) models; score-driven stochastic seasonality; nonlinear multivariate dynamic location models; basic structural model; vector autoregressive (var) model; vector autoregressive moving average (varma) model; crude oil production