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Policy inference using VAR models: the effects of alternative lag structures

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  • Rik Hafer
  • Richard G. Sheehan

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  • Rik Hafer & Richard G. Sheehan, 1987. "Policy inference using VAR models: the effects of alternative lag structures," Working Papers 1986-009, Federal Reserve Bank of St. Louis.
    • Handle: RePEc:fip:fedlwp:1986-009
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    References listed on IDEAS

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    1. Cooley, Thomas F. & Leroy, Stephen F., 1985. "Atheoretical macroeconometrics: A critique," Journal of Monetary Economics, Elsevier, vol. 16(3), pages 283-308, November.
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    Cited by:

    1. Jim Lee, 1997. "Money, Income and Dynamic Lag Patterns," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 97-104, July.

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    Keywords

    Economic policy; time series analysis;

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