Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories

Quarterly Review 333 | Summer 1979

Author

photo of Thomas J. Sargent

Thomas J. Sargent New York University and Hoover Institution

Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories

DOI: https://doi.org/10.21034/qr.333

Published In: _Time Series Models, Causality and Exogeneity_ (1997, pp. 272-279).

Related Content

Recipe for “cheapflation”? Household liquidity, consumer choices, and firm pricing

A ship loaded with shipping containers is transporting goods overseas beside a photo of a woman shopping at a clothing store

Gains from trade: Understanding the who, how, and when

Recessions in Perspective

Related Content

Recipe for “cheapflation”? Household liquidity, consumer choices, and firm pricing