In this paper a novel distance measure for evaluating the closeness of two vector autoregressive models is presented and its main properties are discussed. The proposed distance is used to investigate the presence of spatial differences in the dynamic link between unemployment rate variation and GDP growth in some European Union countries.
Distance Between VAR Models and its Application to Spatial Differences Analysis in the Relationship GDP - Unemployment Growth Rate in Europe / DI IORIO, Francesca; Triacca, Umberto. - vol.2:(2017), pp. 686-695. (Intervento presentato al convegno ITISE 2017 - International work-conference on Time Series tenutosi a University of Granada, Spagna nel 18-20 settembre 2017).
Distance Between VAR Models and its Application to Spatial Differences Analysis in the Relationship GDP - Unemployment Growth Rate in Europe
Di Iorio Francesca
;
2017
Abstract
In this paper a novel distance measure for evaluating the closeness of two vector autoregressive models is presented and its main properties are discussed. The proposed distance is used to investigate the presence of spatial differences in the dynamic link between unemployment rate variation and GDP growth in some European Union countries.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
