Journal Article
Vector autoregressive forecasts of recession and recovery: is less more?
Abstract: A look at the pros and cons of VAR models, and consideration of how lag lengths affect out-of-sample forecasts.
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File(s): File format is text/html http://www.clevelandfed.org/Research/Review/1985/85-q2-schlegel.pdf
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Bibliographic Information
Provider: Federal Reserve Bank of Cleveland
Part of Series: Economic Review
Publication Date: 1985
Issue: Q II
Pages: 2-12