000	00000nam##2200000za#4500
001	9.612563
003	CaOODSP
005	20211126112846
007	ta
008	150406|1995||||xxc|||||     f|0| 0 eng|d
020	|a0-662-23793-5
022	|a1192-5434
040	|aCaOODSP|beng
043	|an-cn---
086	1 |aFB3-2/95-9E
110	2 |aBank of Canada.
245	10|aSelection of the truncation lag in structural VARS or (VECMs) with long-run restrictions / |cby Alain DeSerres and Alain Guay, International Department.
260	|aOttawa - Ontario : |bBank of Canada |c1995.
300	|a39p. : |bgraphs, references, tables ; |c28 cm.
490	1 |aWorking paper|x1192-5434|v95-9
500	|a"The authors examine the issue of lag-length selection in the context of a structural vector autoregression (VAR) and a vector error-correction model with long-run restrictions. First, they show that imposing long-run restrictions implies, in general, a moving-average (MA) component in the stationary multivariate representation. Then they examine the sensitivity of estimates of the permanent and transitory components to the selection of the lag length required in a VAR system to approximate this MA component."--Abstract.
520	3 |aThe authors examine the issue of lag-length selection in the context of a structural vector autoregression (VAR) and a vector error-correction model with long-run restrictions. First, they show that imposing long-run restrictions implies, in general, a moving-average (MA) component in the stationary multivariate representation. Then they examine the sensitivity of estimates of the permanent and transitory components to the selection of the lag length required in a VAR system to approximate this MA component.--Abstract
546	|aRésumés en français
563	|aSoftcover
590	|a95-43|b1995-10-27
690	07|aEconomy|2gcpds
720	1 |aGuay, Alain
720	1 |aDeSerres, Alain
776	0#|tSelection of the truncation lag in structural VARS or (VECMs) with long-run restrictions / |w(CaOODSP)9.571640
830	#0|aWorking paper,|x1192-5434|v95-9|w(CaOODSP)9.514622