Forward-looking information in VAR models and the price puzzle

A-Tier

Journal: Journal of Monetary Economics

Year: 2006

Volume: 53

Issue: 6

Pages: 1225-1234

Authors (2)

Brissimis, Sophocles N. (University of Piraeus) Magginas, Nicholas S. (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count