Journal Article

Misspecifications in Vector Autoregressions and their Effects on Impulse Responses and Variance Decompositions

Journal of Econometrics
Author(s)

Phillip Braun

Stefan Mittnik

Date Published: 1993
Citations: Braun, Phillip, Stefan Mittnik. 1993. Misspecifications in Vector Autoregressions and their Effects on Impulse Responses and Variance Decompositions. Journal of Econometrics. 319-341.