Vector Auto-Regressive

Views Updated: Dec 15, 2025

Key Facts

Abbreviation
VAR
Pronunciation
/ˈvɛktər ˈɔtoʊ rəˈgrɛsɪv/
Category
Academic & Science
Related Field
Mathematics

Examples in Context

  1. The paper analyses the relationships between the foreign reserves of China and the price index based on the cointegration method and vector error correction model of a variable vector auto-regressive ( VAR ) model.
  2. Use Vector Auto-Regressive(VAR) Model to stimulate the money supply and do the Granger Causality Test, Impulse Response Function and Variance Decomposition.
  3. The sixth chapter makes empirical examines of the regionally different effect of monetary policy transmission mechanism, by using Vector Auto-Regressive(VAR) model and some econometric instruments such as impulse response function and variance decomposition.

Other meanings of VAR