Vector autoregressions and macroeconomic modeling: an error taxonomy

Poskitt, D. S. and Yao, Wenying 2017, Vector autoregressions and macroeconomic modeling: an error taxonomy, Journal of business & economic statistics, vol. 35, no. 3, pp. 407-419, doi: 10.1080/07350015.2015.1077139.

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Title Vector autoregressions and macroeconomic modeling: an error taxonomy
Author(s) Poskitt, D. S.
Yao, WenyingORCID iD for Yao, Wenying
Journal name Journal of business & economic statistics
Volume number 35
Issue number 3
Start page 407
End page 419
Total pages 13
Publisher Taylor & Francis
Place of publication New York, N.Y.
Publication date 2017
ISSN 0735-0015
Keyword(s) approximation error
estimation error
structural VAR
order of magnitude
Language eng
DOI 10.1080/07350015.2015.1077139
Field of Research 140302 Econometric and Statistical Methods
140305 Time-Series Analysis
Socio Economic Objective 910199 Macroeconomics not elsewhere classified
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, American Statistical Association
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Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
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