create a website

A,B,Cs (and Ds)s for Understanding VARS. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
In: Levine's Bibliography.
RePEc:cla:levrem:172782000000000096.

Full description at Econpapers || Download paper

Cited: 25

Citations received by this document

Cites: 28

References cited by this document

Cocites: 31

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/17.

    Full description at Econpapers || Download paper

  2. Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

    Full description at Econpapers || Download paper

  3. Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:16011.

    Full description at Econpapers || Download paper

  4. Canadian monetary policy analysis using a structural VARMA model. (2014). Raghavan, Mala ; Athanasopoulos, George ; Silvapulle, Param.
    In: Working Papers.
    RePEc:tas:wpaper:17834.

    Full description at Econpapers || Download paper

  5. News Driven Business Cycles: Insights and Challenges. (2014). Portier, Franck ; Beaudry, Paul.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:289.

    Full description at Econpapers || Download paper

  6. Forecasting Canadian inflation: A semi-structural NKPC approach. (2014). Rumler, Fabio ; Kichian, Maral.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:183-191.

    Full description at Econpapers || Download paper

  7. Bayesian Approach and Identification. (2013). Kociecki, Andrzej.
    In: MPRA Paper.
    RePEc:pra:mprapa:46538.

    Full description at Econpapers || Download paper

  8. Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks. (2013). Smith, Peter ; Velzquez, Alfonso Mendoza .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-22.

    Full description at Econpapers || Download paper

  9. Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks. (2012). Smith, Peter ; Mendoza-Velázquez, Alfonso ; Velzquez, Alfonso Mendoza .
    In: Discussion Papers.
    RePEc:yor:yorken:12/36.

    Full description at Econpapers || Download paper

  10. On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms. (2008). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Working Papers.
    RePEc:ver:wpaper:47/2008.

    Full description at Econpapers || Download paper

  11. On the robust effects of technology shocks on hours worked and output. (2008). Michelacci, Claudio ; Lopez-Salido, David ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1013.

    Full description at Econpapers || Download paper

  12. On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms. (2008). Roventini, Andrea ; Fagiolo, Giorgio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2008/03.

    Full description at Econpapers || Download paper

  13. Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?. (2008). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14430.

    Full description at Econpapers || Download paper

  14. Fiscal Foresight: Analytics and Econometrics. (2008). Leeper, Eric ; Yang, Shu-Chun Susan ; Walker, Todd B.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2008013.

    Full description at Econpapers || Download paper

  15. Estimación de Var Bayesianos para la Economía Chilena. (2008). JARAMILLO, PATRICIO.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:508.

    Full description at Econpapers || Download paper

  16. France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis. (2007). Kabundi, Alain ; Nadal, Francisco D.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/129.

    Full description at Econpapers || Download paper

  17. Estimation and Inference by the Method of Projection Minimum Distance. (2007). Kozicki, Sharon ; Jorda, Oscar.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-56.

    Full description at Econpapers || Download paper

  18. Assessing the fit of small open economy DSGEs. (2006). Matheson, Troy.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2006/11.

    Full description at Econpapers || Download paper

  19. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0321.

    Full description at Econpapers || Download paper

  20. Method to Find the VARs Easily. (2006). Birk, Angela.
    In: Departmental Working Papers.
    RePEc:lsu:lsuwpp:2006-11.

    Full description at Econpapers || Download paper

  21. Economic and VAR Shocks: What Can Go Wrong?. (2006). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000990.

    Full description at Econpapers || Download paper

  22. A, B, C’s (And D’s) For Understanding VARS. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:05-018.

    Full description at Econpapers || Download paper

  23. Mind your Ps and Qs! Improving ARMA forecasts with RBC priors. (2005). Matheson, Troy ; Lees, Kirdan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2005/02.

    Full description at Econpapers || Download paper

  24. A, B, Cs (and D)s for Understanding VARs. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0308.

    Full description at Econpapers || Download paper

  25. A, B, C’s, (and D’s) for understanding VARs. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-09.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. A,B,CS (AND D)S FOR UNDERSTANDING VARS 47 Westview Press, Boulder. HANSEN, L. P., AND T. J. SARGENT (1981): Formulating and Estimating Dynamic Linear Rational Expectations Models, in Rational Exectations and Econometric Practice, ed. by J. Robert E. Lucas, and T. J. Sargent, pp. 127158. University of Minnesota Press, Minneapolis, Minnesota.

  2. ANDERSON, B. D. O., AND J. B. MOORE (1979): Optimal Filtering. Prentice-Hall, Inc., New Jersey.
    Paper not yet in RePEc: Add citation now
  3. ANDERSON, E., L. P. HANSEN, E. R. MCGRATTAN, AND T. J. SARGENT (1996): Mechanics of Forming and Estimating Dynamic Linear Economies, in Handbook of Computational Economics, Volume 1, ed. by D. A. K. Hans M. Amman, and J. Rust, pp.

  4. BARRO, R. J. (1979): On the Determination of the Public Debt, Journal of Political Economy, 87(5), 940971.

  5. BENHABIB, J., R. ROGERSON, AND R. D. WRIGHT (1991): Homework in Macroeconomics: Household Production and Aggregate Fluctuations, Journal of Political Economy, 99(6), 11661187.

  6. Boulder. (1991b): Rational expectations econometrics. Westview Press, Boulder.
    Paper not yet in RePEc: Add citation now
  7. CABALLERO, R. J., AND E. M. ENGEL (2004): Adjustment is Much Slower than You Think, Manuscript, Yale University.

  8. CHARI, V. V., P. J. KEHOE, AND E. R. MCGRATTAN (2005): A Critique of Structural VARs Using Real Business Cycle Theory, Federal Reserve Bank of Minneapolis Working Paper Number 631.

  9. CHRISTIANO, L. (1990): Linear-Quadratic Approximation and Value-Function Iteration: A Comparison, Journal of Economic and Business Statistics, 8(1), 99113.

  10. CHRISTOPHER J. ERCEG, D. W. H., AND A. T. LEVIN (2000): Optimal Monetary Policy with Staggered Wage and Price Contracts, Journal of Monetary Economics, 46(2), 281 313.

  11. CHRISTOPHER J. ERCEG, L. G., AND C. J. GUST (2004): Can Long-Run Restrictions Identify Technology Shocks?, Federal Reserve Board International Finance Discussion Paper Number 792.

  12. GALÍ, J. (1999): Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?, The American Economic Review, 89(1), 249 271.

  13. GREENWOOD, J., AND Z. HERCOWITZ (1991): The Allocation of Capital and Time over the Business Cycle, Journal of Political Economy, 99(6), 11881214.

  14. HANSEN, L. P., W. ROBERDS, AND T. J. SARGENT (1991): Time Series Implications of Present Value Budget Balance and of Martingale Models of Consumption and Taxes, in Rational expectations econometrics, ed. by L. P. Hansen, and T. J. Sargent, pp. 121162.
    Paper not yet in RePEc: Add citation now
  15. LIPPI, M., AND L. REICHLIN (1994): VAR Analysis, Nonfundamental Representations, Blaschke Matrices, joe, 63(1), 307325.

  16. Press, Boulder. (2005): Recursive Linear Models of Dynamic Economies. Princeton, Princeton, New Jersey.
    Paper not yet in RePEc: Add citation now
  17. RICHARD CLARIDA, J. G., AND M. GERTLER (2000): Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory, Quarterly Journal of Economics, CXV, 147180.

  18. ROBERDS, W. (1991): Implications of Expected Present Value Budge Balance: Application to Postwar U.S. Data, in Rational expectations econometrics, ed. by L. P. Hansen, and T. J. Sargent, pp. 163174. Westview Press, Boulder.
    Paper not yet in RePEc: Add citation now
  19. ROBERT E. LUCAS, J., AND N. L. STOKEY (1987): Money and Interest in a Cash-inAdvance Economy, Econometrica, 55(1), 491513.

  20. ROBERT, C. C. (2001): The Bayesian Choice: From Decision-Theoretic Foundations to Computational Implementation, Second Edition. Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  21. ROSEN, S., K. M. MURPHY, AND J. A. SCHEINKMAN (1994): Cattle Cycles, Journal of Political Economy, 102(3), 468492.

  22. RYOO, J., AND S. ROSEN (2003): The Engineering Labor Market, Manuscript: Hong Kong University of Science and Technology.

  23. SARGENT, T. (1987): Macroeconomic Theory, Second edition. Academic Press, New York.
    Paper not yet in RePEc: Add citation now
  24. SIMS, C. A., AND T. ZHA (2004): Does Monetary Policy Generate Recessions?, Federal Reserve Bank of Minneapolis Working Paper Number 98-12.

  25. TOPEL, R., AND S. ROSEN (1988): Housing Investment in the United States, Journal of Political Economy, 96, 71840.

  26. UHLIG, H. (1999): A toolkit for analysing nonlinear dynamic stochastic models easily, in Computational Methods for the Study of Dynamic Economies, ed. by R. Marimon, and A,B,CS (AND D)S FOR UNDERSTANDING VARS 48 A. Scott, pp. 3061. Oxford.

  27. WATSON, M. (1994): Vector Autoregressions and Cointegration, in Handbook of Econometrics, Vol. IV, ed. by D. L. McFadden, and R. F. Engle, pp. 28432915. Elsevier Science.
    Paper not yet in RePEc: Add citation now
  28. WHITTLE, P. (1983): Prediction and Regulation by Linear Least-Square Methods, Second edition, revised. University of Minnesota Press, Minneapolis.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/17.

    Full description at Econpapers || Download paper

  2. Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

    Full description at Econpapers || Download paper

  3. Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:16011.

    Full description at Econpapers || Download paper

  4. Canadian monetary policy analysis using a structural VARMA model. (2014). Raghavan, Mala ; Athanasopoulos, George ; Silvapulle, Param.
    In: Working Papers.
    RePEc:tas:wpaper:17834.

    Full description at Econpapers || Download paper

  5. News Driven Business Cycles: Insights and Challenges. (2014). Portier, Franck ; Beaudry, Paul.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:289.

    Full description at Econpapers || Download paper

  6. Bayesian Approach and Identification. (2013). Kociecki, Andrzej.
    In: MPRA Paper.
    RePEc:pra:mprapa:46538.

    Full description at Econpapers || Download paper

  7. Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks. (2013). Smith, Peter ; Velzquez, Alfonso Mendoza .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-22.

    Full description at Econpapers || Download paper

  8. Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks. (2012). Smith, Peter ; Mendoza-Velázquez, Alfonso ; Velzquez, Alfonso Mendoza .
    In: Discussion Papers.
    RePEc:yor:yorken:12/36.

    Full description at Econpapers || Download paper

  9. DSGE Model Validation in a Bayesian Framework: an Assessment. (2010). Paccagnini, Alessia.
    In: MPRA Paper.
    RePEc:pra:mprapa:24509.

    Full description at Econpapers || Download paper

  10. Monetary policy in Europe vs the US: what explains the difference?. (2009). Uhlig, Harald.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14996.

    Full description at Econpapers || Download paper

  11. On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms. (2008). Roventini, Andrea ; Fagiolo, Giorgio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2008/03.

    Full description at Econpapers || Download paper

  12. Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?. (2008). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14430.

    Full description at Econpapers || Download paper

  13. Fiscal Foresight: Analytics and Econometrics. (2008). Leeper, Eric ; Yang, Shu-Chun Susan ; Walker, Todd B.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2008013.

    Full description at Econpapers || Download paper

  14. A review of nonfundamentalness and identification in structural VAR models. (2008). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008922.

    Full description at Econpapers || Download paper

  15. Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2008). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_036.

    Full description at Econpapers || Download paper

  16. Estimación de Var Bayesianos para la Economía Chilena. (2008). JARAMILLO, PATRICIO.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:508.

    Full description at Econpapers || Download paper

  17. A Review of Nonfundamentalness and Identification in Structural VAR Models. (2007). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2007/22.

    Full description at Econpapers || Download paper

  18. Monetary policy in Europe vs the US: what explains the difference?. (2007). Uhlig, Harald.
    In: MPRA Paper.
    RePEc:pra:mprapa:14119.

    Full description at Econpapers || Download paper

  19. Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:008.

    Full description at Econpapers || Download paper

  20. France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis. (2007). Kabundi, Alain ; Nadal, Francisco D.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/129.

    Full description at Econpapers || Download paper

  21. The Adjusted Solow Residual and Asset Returns. (2007). Lee, Mark.
    In: Eastern Economic Journal.
    RePEc:eej:eeconj:v:33:y:2007:i:2:p:231-255.

    Full description at Econpapers || Download paper

  22. Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007712.

    Full description at Econpapers || Download paper

  23. How Structural Are Structural Parameters?. (2007). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:843644000000000057.

    Full description at Econpapers || Download paper

  24. Estimation and Inference by the Method of Projection Minimum Distance. (2007). Kozicki, Sharon ; Jorda, Oscar.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-56.

    Full description at Econpapers || Download paper

  25. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: EconomicDynamics Newsletter.
    RePEc:red:ecodyn:v:8:y:2006:i:1:agenda.

    Full description at Econpapers || Download paper

  26. How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach. (2006). Kehoe, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12575.

    Full description at Econpapers || Download paper

  27. Method to Find the VARs Easily. (2006). Birk, Angela.
    In: Departmental Working Papers.
    RePEc:lsu:lsuwpp:2006-11.

    Full description at Econpapers || Download paper

  28. How to advance theory with structural VARs: use the Sims-Cogley-Nason approach. (2006). Kehoe, Patrick.
    In: Staff Report.
    RePEc:fip:fedmsr:379.

    Full description at Econpapers || Download paper

  29. Vector autoregressions and reduced form representations of DSGE models. (2006). Ravenna, Federico.
    In: Working Papers.
    RePEc:bde:wpaper:0619.

    Full description at Econpapers || Download paper

  30. A, B, C’s (And D’s) For Understanding VARS. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:05-018.

    Full description at Econpapers || Download paper

  31. A,B,Cs (and Ds)s for Understanding VARS. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:172782000000000096.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-25 22:00:54 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy