On the sensitivity of VAR forecasts to alternative lag structures

Rik Hafer () and Richard Sheehan

No 1987-004, Working Papers from Federal Reserve Bank of St. Louis

Keywords: time series analysis; Forecasting; Vector autoregression (search for similar items in EconPapers)
Date: 1987
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Published in International Journal of Forecasting, 1989, 5(3), pp. 399-408

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Journal Article: The sensitivity of VAR forecasts to alternative lag structures (1989)
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DOI: 10.20955/wp.1987.004

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