Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model

no code implementations • 31 Jul 2022 • Yukang Jiang, Xueqin Wang, Zhixi Xiong, Haisheng Yang, Ting Tian

The paper proposes a time-varying parameter global vector autoregressive (TVP-GVAR) framework for predicting and analysing developed region economic variables.

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