@article{Pruser2026,
  title = {Improving Inference and Forecasting in {{VAR}} Models Using Cross-Sectional Information},
  author = {Pr{\"u}ser, Jan and Blagov, Boris},
  year = 2026,
  month = jul,
  journal = {Economic Modelling},
  volume = {160},
  pages = {107618},
  issn = {02649993},
  doi = {10.1016/j.econmod.2026.107618}
}