Capital Market Journal

Capital Markets are the cornerstone foundation of economies

Macroeconomic Modeling Vector Autoregression (VAR) Impulse Response Functions (IRF) Forecast Error Variance Decomposition (FEVD) ARIMA Forecasting Monetary Policy Analysis

Dynamic Interactions Between Macroeconomic Variables: Evidence from VAR Forecasting Models

In this article the readers can find theoretical econometric research about the dynamic relationships between macroeconomic indicators, including inflation, interest rates, and real GDP, using Vector Autoregression (VAR) models and ARIMA forecasts. Through impulse response functions (IRFs) and forecast error…