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Prediction and impulse responses in linear systems (in Russian)

Authors
Disciplines
  • Economics

Abstract

Prediction is interesting for a variety of reasons. It is one of the few rationalizations for time-series to be a subject of its own, divorced from economics. Atheoretical forecasts of time series are often useful. The pattern of forecasts is also, like the autocorrelation function, an interesting characterization of the behavior of a time series.

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