On the sensitivity of VAR forecasts to alternative lag structures
| Year of publication: |
1987
|
|---|---|
| Authors: | Hafer, R.W. ; Sheehan, Richard G. |
| Institutions: | Federal Reserve Bank of St. Louis |
| Subject: | Time-series analysis | Forecasting | Vector autoregression |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Published in International Journal of Forecasting, 1989, 5(3), pp. 399-408 Number 1987-004 |
| Source: |
Persistent link: https://www.econbiz.de/10005707785