Johannes Mayr

Bayerische Landesbank

Brienner Strasse 18

80333 Munich

United States

SCHOLARLY PAPERS

1

DOWNLOADS

18

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected

DIW Berlin Discussion Paper No. 1412
Number of pages: 16 Posted: 21 Oct 2014
Johannes Mayr and Dirk Ulbricht
Bayerische Landesbank and German Institute for Economic Research (DIW)
Downloads 18 (542,928)

Abstract:

Loading...

VAR-forecasting, Logarithmic transformation