The importance of common cyclical features in VAR analysis: A Monte Carlo study

F Vahid, Joao Issler

Research output: Contribution to journalArticleResearchpeer-review

39 Citations (Scopus)
Original languageEnglish
Pages (from-to)341 - 363
Number of pages23
JournalJournal of Econometrics
Volume109
Publication statusPublished - 2002

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