ABCs (and Ds) of understanding VARs

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

doi:10.1257/aer.97.3.1021

ABCs (and Ds) of understanding VARs

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

Research output: Contribution to journal › Review article › peer-review

Original language	English (US)
Pages (from-to)	1021-1026
Number of pages	6
Journal	American Economic Review
Volume	97
Issue number	3
DOIs	https://doi.org/10.1257/aer.97.3.1021
State	Published - Jun 2007

All Science Journal Classification (ASJC) codes

Economics and Econometrics

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10.1257/aer.97.3.1021

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title = "ABCs (and Ds) of understanding VARs",

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journal = "American Economic Review",

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AU - Fernández-Villaverde, Jesús

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AU - Sargent, Thomas J.

AU - Watson, Mark W.

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SP - 1021

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JO - American Economic Review

JF - American Economic Review

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ABCs (and Ds) of understanding VARs

All Science Journal Classification (ASJC) codes

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