A few interacting series

Once several macro variables need to move together, the question shifts from a one-series extension toward a small-system forecasting problem. The workspace keeps that shift legible.

Section Notes

All Models Forecasting One Series Interacting Series Economy-wide Release Window State Shifts

Route notes

The route opens from a coherent macro pack, so the system starts with a shared economic context.

VAR, VECM, and BVAR logic live inside one interacting-series workspace and stay easy to compare there.

Diagnostics stay close to alignment, lag choice, long-run links, and spillovers so the joint forecast remains interpretable.

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