The sensitivity of VAR forecasts to alternative lag structures

Rik Hafer () and Richard Sheehan

International Journal of Forecasting, 1989, vol. 5, issue 3, 399-408

Date: 1989
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Working Paper: On the sensitivity of VAR forecasts to alternative lag structures (1987)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:5:y:1989:i:3:p:399-408

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