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The importance of common cyclical features in VAR analysis : a Monte-Carlo study
Vahid, Farshid; Issler, João Victor - In: Journal of econometrics 109 (2002) 2, pp. 341-363
Persistent link: https://www.econbiz.de/10001689075
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Common cycles and the importance of transitory shocks to macroeconomic aggregates
Issler, João Victor; Vahid, Farshid - In: Journal of monetary economics 47 (2001) 3, pp. 449-475
Persistent link: https://www.econbiz.de/10001588917