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The sensitivity of VAR forecasts to alternative lag structures

, and . International Journal of Forecasting, 5 (3): 399--408 (1989)

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Relative price variability: Evidence from supply and demand events, and . Journal of Monetary Economics, 15 (3): 333--341 (May 1985)The sensitivity of VAR forecasts to alternative lag structures, and . International Journal of Forecasting, 5 (3): 399--408 (1989)The formation of expectations : Some evidence from weekly money supply forecasts. Economics Letters, 13 (4): 367--372 (1983)Linkage in EMS term structures: evidence from common trend and transitory components, , and . Journal of International Money and Finance, 16 (4): 595--607 (August 1997)Measuring the opportunity cost of holding money : More evidence on the term structure of interest rates, and . Economics Letters, 16 (1-2): 105--111 (1984)Money demand and the term structure of interest rates : Some consistent estimates, and . Journal of Monetary Economics, 11 (1): 129--132 (1983)On money and output: Is money redundant?, , and . Journal of Monetary Economics, 54 (3): 945--954 (April 2007)Predicting the money multiplier : Forecasts from component and aggregate models, and . Journal of Monetary Economics, 14 (3): 375--384 (November 1984)