Vector autoregressions

Journal of Economic Perspectives

Volumn 15, Issue 4, 2001, Pages 101-115

  Stock, James H ^a,c   Watson, Mark W ^b,c  

^a HARVARD UNIVERSITY   (United States)

^b PRINCETON UNIVERSITY   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0013026601     PISSN: 08953309     EISSN: None     Source Type: Journal    
DOI: 10.1257/jep.15.4.101     Document Type: Review

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