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