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ABCs (and Ds) of Understanding VARs

Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez, Thomas J. Sargent and Mark W. Watson
The American Economic Review
Vol. 97, No. 3 (Jun., 2007), pp. 1021-1026
Stable URL: http://www.jstor.org/stable/30035034
Page Count: 6
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ABCs (and Ds) of Understanding VARs
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