Vector autoregressions

James H. Stock, Mark W. Watson

Research output: Contribution to journalReview article

397 Scopus citations
Original languageEnglish (US)
Pages (from-to)101-115
Number of pages15
JournalJournal of Economic Perspectives
Volume15
Issue number4
DOIs
StatePublished - Jan 1 2001

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics

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