Taming the VAR
A VAR that groups 25 predictors by persistence into three composite state variables recovers stable estimates of discount-rate and cash-flow news without specification dependence.
Featured in No. 137 on 30 Oct 2026 · on release day
- Released
- 30 Oct 2026
- First featured
- No. 137 · 30 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7666838
- Authors
- Aizhan Anarkulova et al.
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