Comment

NBER Macroeconomics Annual

Volumn 21, Issue , 2006, Pages 97-102

  Watson, Mark W ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34250835747     PISSN: 08893365     EISSN: None     Source Type: Book Series    
DOI: None     Document Type: Note

References (13)

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3. Francis, N., and V. A. Ramey. 2005. "Is the Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregrate Fluctuations Revisited." Journal of Monetary Economics 52: 1379-1399.
4. Galí, Jordi. 1999. "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?" American Economic Review 89: 249-271.
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6. Hansen, L. P., and T. J. Sargent. 2007, forthcoming. Recursive Linear Models of Dynamic Economies. Princeton, NJ: Princeton University Press.
7. Kiefer, N., and T. Vogelsang. 2002. "Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel Without Truncation." Econometrica 70: 2093-2095.
8. Lippi, M., and L. Reichlin. 1994. "VAR Analysis, Nonfundamental Representations, Blashke Matrices." Journal of Econometrics 63(1): 307-325.
9. Müller, U. K. 2005. "A Theory of Long-Run Variance Estimation." Manuscript, Princeton University.
10. Pagan, A. R., and J. Robertson. 1998. "Structural Models of the Liquidity Effect." Review of Economics and Statistics 80: 202-217.
11. Sarte, Pierre. 1997. "On the Identification of Structural Vector Autoregressions." Federal Reserve Bank of Richmond Economic Quarterly 83(3): 45-67.
12. Sims, C. A., J. H. Stock, and M. W. Watson. 1990. "Inference in Linear Time Series Models with Some Unit Roots" (with C. A. Sims and J. H. Stock). Econometrica 58(1).
13. Staiger, D., and J. H. Stock. 1997. "Instrumental Variable Regression with Weak Instruments." Econometrica 65(3): 557-586.