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Research Details

Misspecifications in Vector Autoregressions and their Effects on Impulse Responses and Variance Decompositions, Journal of Econometrics

Type

Article

Author(s)

Phillip Braun

Date Published

1993

Citations

Braun, Phillip. 1993. Misspecifications in Vector Autoregressions and their Effects on Impulse Responses and Variance Decompositions. Journal of Econometrics. 59: 319-341.

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