1. FORECASTING WITH A SYSTEM OF EQUATIONS: VECTOR AUTOREGRESSION
CHAPTER 11
FORECASTING WITH A SYSTEM OF EQUATIONS:
VECTOR AUTOREGRESSION
11.2 Estimation of VAR
Figure 11.1 House Price Growth in Riverside and Los Angeles MSAs
González-Rivera: Forecasting for Economics and Business, Copyright © 2013 Pearson Education, Inc.

2. Table 11.1 Vector Autoregression Estimates
González-Rivera: Forecasting for Economics and Business, Copyright © 2013 Pearson Education, Inc.

3. Table 11.2 Lag Order Selection in VAR
González-Rivera: Forecasting for Economics and Business,
Copyright © 2013 Pearson Education, Inc.

4. Table 11.3 Testing for Granger-Causality in VAR
González-Rivera: Forecasting for Economics and Business, Copyright © 2013 Pearson Education, Inc.

5. 11.4 Impulse-Response Functions
Figure Impulse-Response Functions for Riverside and
Los Angeles House Markets
González-Rivera: Forecasting for Economics and Business, Copyright © 2013 Pearson Education, Inc.

6. 11.5 Forecasting with VAR
Figure Forecasts of House Price Growth in Riverside and Los Angeles
González-Rivera: Forecasting for Economics and Business, Copyright © 2013 Pearson Education, Inc.