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

Farshid Vahid and João Issler

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

Date: 2002
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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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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:109:y:2002:i:2:p:341-363

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