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This chapter focuses on Vector Autoregressive models in the analysis of interrelation between consumption indicators such as retail trade turnover of food and non-food products and average monthly salary of residents in the Volga Federal District. The authors propose consistent and highly accurate forecast for these indicators using a VAR model. The chapter also examines the impulse response of the variables under study through structural vector autoregression method.

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Forecasting and Analysis of Consumption Indicators Using Vector Autoregressive Models

  • 章节

  • 发表日期：

    2026年

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  • Sergey Makletsov,
  • Nadezhda Opokina

摘要

This chapter focuses on Vector Autoregressive models in the analysis of interrelation between consumption indicators such as retail trade turnover of food and non-food products and average monthly salary of residents in the Volga Federal District. The authors propose consistent and highly accurate forecast for these indicators using a VAR model. The chapter also examines the impulse response of the variables under study through structural vector autoregression method.