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The Power of Long-Run VARs

Author

Listed:
  • Robert Vigfusson

    (Federal Reserve Board)

Abstract

Given the results on the power and size properties of long-run VARs, I conclude that these VARs are useful for discriminating between macro models.

Suggested Citation

  • Robert Vigfusson, 2007. "The Power of Long-Run VARs," 2007 Meeting Papers 437, Society for Economic Dynamics.
  • Handle: RePEc:red:sed007:437
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    References listed on IDEAS

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