Browsing FGV EPGE - Ensaios Econômicos by Title "The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)"
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The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)
1999-09-01Despite the belief, supported byrecentapplied research, thataggregate datadisplay short-run comovement, there has been little discussion about the econometric consequences ofthese data 'features.' W e use exhaustive M ...
