ABCs (and Ds) of understanding VARs

Jesús Fernández-Villaverde, Juan F. Rubio-RAMÍREZ, Thomas J. Sargent, Mark W. Watson

Research output: Contribution to journalReview article

179 Scopus citations
Original languageEnglish (US)
Pages (from-to)1021-1026
Number of pages6
JournalAmerican Economic Review
Issue number3
StatePublished - Jun 1 2007

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics

Cite this

Fernández-Villaverde, J., Rubio-RAMÍREZ, J. F., Sargent, T. J., & Watson, M. W. (2007). ABCs (and Ds) of understanding VARs. American Economic Review, 97(3), 1021-1026.