Vector autoregressions

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

Original language	English (US)
Pages (from-to)	101-115
Number of pages	15
Journal	Journal of Economic Perspectives
Volume	15
Issue number	4
DOIs	https://doi.org/10.1257/jep.15.4.101
State	Published - 2001

All Science Journal Classification (ASJC) codes

@article{b37ef96f3d1f4d0a8f54742886a92c2e,

title = "Vector autoregressions",

author = "Stock, {James H.} and Watson, {Mark W.}",

year = "2001",

doi = "10.1257/jep.15.4.101",

language = "English (US)",

volume = "15",

pages = "101--115",

journal = "Journal of Economic Perspectives",

issn = "0895-3309",

publisher = "American Economic Association",

number = "4",

}

TY - JOUR

T1 - Vector autoregressions

AU - Stock, James H.

AU - Watson, Mark W.

PY - 2001

Y1 - 2001

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U2 - 10.1257/jep.15.4.101

DO - 10.1257/jep.15.4.101

M3 - Review article

AN - SCOPUS:0013026601

SN - 0895-3309

VL - 15

SP - 101

EP - 115

JO - Journal of Economic Perspectives

JF - Journal of Economic Perspectives

IS - 4

ER -