{"title":"How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises","authors":"L. Kilian","doi":"10.24149/wp2310","DOIUrl":null,"url":null,"abstract":",","PeriodicalId":322311,"journal":{"name":"Federal Reserve Bank of Dallas, Working Papers","volume":"15 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Federal Reserve Bank of Dallas, Working Papers","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.24149/wp2310","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}