Implications and impacts of transforming lognormal variables into normal variables in VAR

Fletcher, S. J. and M. Zupanski

Met. Zeit., Vol. 16, No. 6, 755-765

Read more at http://www.schweizerbart.de/papers/metz/detail/16/56116/Implications_and_impacts_of_transforming_lognormal_variables_into_normal_variables_in_VAR