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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

Davide Brignone

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Open access Sep 2026

Structural forecast analysis

This paper shows how the structural representation of a vector autoregressive model can support forecast analysis. We offer a unified framework that formalizes how the structural form of the model can help form a narrative for two key statistics in real-time VAR forecasting: the forecast errors at the outturn of the...

Davide Brignone, Michele Piffer · 0 citations

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