Working Paper

On the sensitivity of VAR forecasts to alternative lag structures


https://doi.org/10.20955/wp.1987.004

Status: Published in International Journal of Forecasting, 1989, 5(3), pp. 399-408

Access Documents

File(s): File format is application/pdf https://s3.amazonaws.com/real.stlouisfed.org/wp/1987/1987-004.pdf
Description: Full Text

Authors

Bibliographic Information

Provider: Federal Reserve Bank of St. Louis

Part of Series: Working Papers

Publication Date: 1987

Number: 1987-004