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Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages
Published online by Cambridge University Press: 11 May 2018
Abstract
In this paper we develop a vector autoregressive model for retail prices and wages within the Wilkie model. The results turn out to be a slight improvement over the original model, but the simulated results are not very different.
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- © Institute and Faculty of Actuaries 2018
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