Macroeconometric modelling and Pakistan's economy. A vector autoregression approach

dc.citation.epage370en_US
dc.citation.issueNumber2en_US
dc.citation.spage353en_US
dc.citation.volumeNumber38en_US
dc.contributor.authorChishti, S. U.en_US
dc.contributor.authorHasan, M. A.en_US
dc.contributor.authorMahmud, S. F.en_US
dc.date.accessioned2016-02-08T10:55:14Z
dc.date.available2016-02-08T10:55:14Z
dc.date.issued1992en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractRecent applications of the Vector Autoregression (VAR) technique pioneered by Sims, Litterman and Doan has become popular in macroeconomic modelling, particularly when knowledge about 'true' structural relations is absent. This study represents the first attempt to apply such a technique to Pakistani data for ten key macroeconomic variables. Unlike some of the earlier studies on Pakistan's economy our empirical results are intuitive and consistent with the predictions of the standard new neoclassical model. More importantly, based on these results, perhaps, one may also shed light on some of the dominant recurring macroeconomic issues of Pakistan's economy. © 1992.en_US
dc.identifier.doi10.1016/0304-3878(92)90004-Sen_US
dc.identifier.issn0304-3878
dc.identifier.urihttp://hdl.handle.net/11693/26117
dc.language.isoEnglishen_US
dc.relation.isversionofhttps://doi.org/10.1016/0304-3878(92)90004-Sen_US
dc.source.titleJournal of Development Economicsen_US
dc.subjectDeveloping countryen_US
dc.subjectEmpirical resulten_US
dc.subjectMacroeconomic variableen_US
dc.subjectNational economyen_US
dc.subjectSimulation modelen_US
dc.subjectVector autoregressionen_US
dc.subjectPakistanen_US
dc.titleMacroeconometric modelling and Pakistan's economy. A vector autoregression approachen_US
dc.typeArticleen_US
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