ABCs (and Ds) of Understanding VARs

Author： Fernández-Villaverde Jesús   Rubio-Ramírez Juan F.   Sargent Thomas J.   Watson Mark W.  

Publisher： American Economic Association

ISSN： 0002-8282

Source： The American Economic Review, Vol.97, Iss.3, 2007-06, pp. : 1021-1026

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Regional VARs and the channels of monetary policy

By Owyang Michael   Wall Howard  

Applied Economics Letters, Vol. 16, Iss. 12, 2009-08 ,pp. : 1191-1194

Routledge Ltd

Access to resources Recommend Favorite

Bayesian VARs: Specification Choices and Forecast Accuracy

By  

JOURNAL OF APPLIED ECONOMETRICS, Vol. 30, Iss. 1, 2015-01 ,pp. : 46-73

John Wiley & Sons Inc

Access to resources Recommend Favorite

Testing Twin Deficits Hypothesis using VARs and Variance Decomposition

By Baharumshah Ahmad   Lau Evan   Khalid Ahmed  

Journal of the Asia Pacific Economy, Vol. 11, Iss. 3, 2006-08 ,pp. : 331-354

Routledge Ltd

Access to resources Recommend Favorite

Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis

By Moneta Alessio  

Empirical Economics, Vol. 35, Iss. 2, 2008-09 ,pp. : 275-300

Springer Publishing Company

Access to resources Recommend Favorite

Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit

By Chudik Alexander  

Econometric Reviews, Vol. 32, Iss. 5-6, 2013-05 ,pp. : 592-649

Taylor & Francis Ltd

Access to resources Recommend Favorite