Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada Working Papers

authors

BLAZSEK, SZABOLCS ISTVAN
ESCRIBANO SAEZ, ALVARO
Licht, Adrian

publication date

2018

series title

UC3M Working papers. Economics

full text

http://hdl.handle.net/10016/27484

series number

18-10

keywords

dynamic conditional score (dcs), score-driven stochastic seasonality, nonlinear; multivariate dynamic location models, basic structural model, vector autoregressive moving average; (varma) model