The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression
Year of publication: |
2001-11-01
|
---|---|
Authors: | Landon-Lane, John |
Institutions: | Department of Economics, Rutgers University-New Brunswick |
Subject: | Forecasts | Impulse Response Function | Markov chain Monte Carlo | Vector Autoregression |
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