Vector Autoregressions

Author:

Zha Tao

Publisher

Palgrave Macmillan UK

Reference40 articles.

1. Bernanke, B. 1986. Alternative exploration of the money-income correlation. Carnegie-Rochester Conference Series on Public Policy 25: 49–99.

2. Blanchard, O., and D. Quah. 1993. The dynamic effects of aggregate demand and supply disturbances. American Economic Review 83: 655–673.

3. Blanchard, O., and M. Watson. 1986. Are business cycles all alike? In The American business cycle: Continuity and change, ed. R. Gordon. Chicago: University of Chicago Press.

4. Chib, S. 1995. Marginal likelihood from the Gibbs output. Journal of the American Statistical Association 90: 1313–1321.

5. Christiano, L., M. Eichenbaum, and C. Evans. 1999. Monetary policy shocks: What have we learned and to what end? In Handbook of Macroeconomics, ed. J. Taylor and M. Woodford, Vol. 1A. Amsterdam: North-Holland.

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