Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected
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References listed on IDEAS
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More about this item
KeywordsVAR-forecasting; logarithmic transformation;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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