ANNALS OF ACTUARIAL SCIENCE, vol.13, no.1, pp.92-108, 2019 (Peer-Reviewed Journal)
Article / Article
ANNALS OF ACTUARIAL SCIENCE
Emerging Sources Citation Index, Scopus
In this paper we develop a vector autoregressive model for retail prices and wages within the Wilkie model. The results turn out to be a slight improvement over the original model, but the simulated results are not very different.