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Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
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2014
Persistent link: https://www.econbiz.de/10010403081
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
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2017
Persistent link: https://www.econbiz.de/10011718991
Saved in:
3
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
-
2018
Persistent link: https://www.econbiz.de/10011878541
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