Search Results - MCCRACKEN, A. A~
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A reexamination of real stock returns, real interest rates, real activity, and inflation: Evidence from a large data set
Published 2017“…Using the informational sufficiency procedure from Forni and Gambetti (2014) along with data from McCracken and Ng (2014), we update the results of Lee (1992) and find that his Vector Autoregression (VAR) is informationally deficient. …”
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