The importance of common cyclical features in VAR analysis: a Monte-Carlo study
| Year of publication: |
2002
|
|---|---|
| Authors: | Vahid, Farshid ; Issler, Joao Victor |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 109.2002, 2, p. 341-363
|
| Publisher: |
Elsevier |