Have Standard VARS Remained Stable Since the Crisis?

Knut Are Aastveit, Andrea Carriero, Todd Clark and Massimiliano Marcellino

Journal of Applied Econometrics, 2017, vol. 32, issue 5, 931-951

Date: 2017
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Related works:
Working Paper: Have Standard VARs Remained Stable Since the Crisis? (2016)
Working Paper: Have standard VARs remained stable since the crisis? (2014)
Working Paper: Have Standard VARs Remained Stable since the Crisis? (2014)
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