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Results for vector autoregression

Publications & Outputs

  1. The overshooting of firms’ destruction, banks and productivity shocks

    Rossi, L., 30/04/2019, In: European Economic Review. 113, p. 136-155 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Levels, differences and ECMs - principles for improved econometric forecasting

    Fildes, R. A. & Allen, P. G., 2004, Lancaster University: The Department of Management Science, (Management Science Working Paper Series).

    Research output: Working paper