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The sensitivity of VAR forecasts to alternative lag structures

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Author Info
Hafer, R. W.
Sheehan, Richard G.

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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 5 (1989)
Issue (Month): 3 ()
Pages: 399-408
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Handle: RePEc:eee:intfor:v:5:y:1989:i:3:p:399-408

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Web page: http://www.elsevier.com/locate/ijforecast

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  1. Zeinab Partow, . "Una Investigación Empírica sobre el Impacto de la Inflación en el Crecimiento Económico de Colombia 1951-1992," Borradores de Economia 017, Banco de la Republica de Colombia. [Downloadable!]
  2. H. Atesoglu & Donald Dutkowsky, 1992. "The changing effect of money on aggregate output in the u.s," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(2), pages 221-236, June. [Downloadable!] (restricted)
  3. Acharya, Ram N. & Gentle, Paul F. & Mishra, Ashok K. & Paudel, Krishna P., 2008. "Examining The Crb Index As An Indicator For U.S. Inflation," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6760, Southern Agricultural Economics Association. [Downloadable!]
  4. Francisco F. R. Ramos, 1996. "Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance," Econometrics 9601003, EconWPA. [Downloadable!]
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