# Bivariate First-Order Vector Autoregression Model with Correlated Random Shocks

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This Demonstration generates and visualizes a bivariate first-order vector autoregression (VAR) model with a symmetric coefficient matrix and correlated random shocks.

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Contributed by: N. Baris Vardar (January 2013)

Paris School of Economics, Université Paris, 1 Panthéon Sorbonne

Open content licensed under CC BY-NC-SA