THE SENSITIVITY OF VAR FORECASTS TO ALTERNATIVE LAG STRUCTURES

[1] STATISTICAL PREDICTOR IDENTIFICATION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1970, 22 (02) : 203 - &

[2] Batten Dallas S., 1984, FEDERAL RESERVE BANK, V66, P26

[3] BRAUN PA, 1985, 84 WASH U DEP EC WOR

[4] COOLEY TF, 1985, J MONETARY ECON, V16, P238

[5] EICHENBAUM M, 1987, UNPUB POSTWAR MONEY

[6] FACKLER JS, 1986, J BUS ECON STAT, V4, P71

[7] FACKLER JS, 1981, BROOKINGS PAPERS EC, P381

[8] FRIEDMAN BM, 1983, MACROECONOMICS PRICE

[9] ESTIMATING REGRESSION-MODELS OF FINITE BUT UNKNOWN ORDER [J]. INTERNATIONAL ECONOMIC REVIEW, 1981, 22 (01) : 55 - 70

[10] Hakkio C.S., 1984, 8410 FED RES BANK KA

[1] STATISTICAL PREDICTOR IDENTIFICATION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1970, 22 (02) : 203 - &

[2] Batten Dallas S., 1984, FEDERAL RESERVE BANK, V66, P26

[3] BRAUN PA, 1985, 84 WASH U DEP EC WOR

[4] COOLEY TF, 1985, J MONETARY ECON, V16, P238

[5] EICHENBAUM M, 1987, UNPUB POSTWAR MONEY

[6] FACKLER JS, 1986, J BUS ECON STAT, V4, P71

[7] FACKLER JS, 1981, BROOKINGS PAPERS EC, P381

[8] FRIEDMAN BM, 1983, MACROECONOMICS PRICE

[9] ESTIMATING REGRESSION-MODELS OF FINITE BUT UNKNOWN ORDER [J]. INTERNATIONAL ECONOMIC REVIEW, 1981, 22 (01) : 55 - 70

[10] Hakkio C.S., 1984, 8410 FED RES BANK KA