Research Article
The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices
Table 2
Information criteria for SVAR models.
| | Optimal endogenous lags from information criteria | | VEC models | FPE | AIC | SC | HQ | Number of lags chosen |
| | Oil | 10 | 10 | 2 | 3 | 2 | | Gold | 10 | 10 | 2 | 2 | 2 | | Coal | 10 | 10 | 2 | 2 | 2 | | Nickel | 10 | 10 | 2 | 2 | 2 |
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