ABCs (and Ds) of understanding VARs

American Economic Review

Volumn 97, Issue 3, 2007, Pages 1021-1026

  Fernández Villaverde, Jesús ^a,b   Rubio RAMÍREZ, Juan F ^c,d   Sargent, Thomas J ^e,f   Watson, Mark W ^g  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c DUKE UNIVERSITY   (United States)

^d FEDERAL RESERVE BANK OF ATLANTA   (United States)

^e NEW YORK UNIVERSITY   (United States)

^f STANFORD UNIVERSITY   (United States)

^g PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248550795     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.97.3.1021     Document Type: Review

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