Comment

Journal of Business and Economic Statistics

Volumn 25, Issue 2, 2007, Pages 156-159

  Kilian, Lutz ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011183741     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1198/073500107000000025     Document Type: Article

References (7)

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2. Den Haan, W. J. (2000), “The Co-Movement Between Output and Prices,”Journal of Monetary Economics,46, 3-30.
3. Diebold, F. X., and Kilian, L. (2001), “Measuring Predictability: Theory and Macroeconomic Applications,”Journal of Applied Econometrics,16, 657-669.
4. Gali, J. (1992), “How Well Does the IS-LM Model Fit Postwar U.S. Data?”Quarterly Journal of Economics,107, 709-738.
5. Inoue, A., and Kilian, L. (2002), “Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(ro) Models,”International Economic Review,43, 309-332.
6. Sims, C. A. (1980), “Macroeconomics and Reality,”Econometrica,48, 1-48.
7. Waggoner, D. F., and Zha, T. (1999), “Conditional Forecasts in Dynamic Multivariate Models,”Review of Economics and Statistics,81, 639-651.