The importance of common cyclical features in VAR analysis: a Monte-Carlo study

Farshid Vahid () and João Victor Issler ()

Journal of Econometrics, 2002, vol. 109, issue 2, pages 341-363

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Related works:
Working Paper: The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study (2001)
Working Paper: The Importance of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study (2001)
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