The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956): Difference between revisions

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Latest revision as of 11:55, 30 July 2024

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The importance of common cyclical features in VAR analysis: A Monte-Carlo study.
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    The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (English)
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    17 February 2003
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    reduced rank models
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    model selection criteria
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    forecasting
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    variance decomposition
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