Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

Kevin D. Hoover · Søren Johansen · Katarina Jusélius

183 citations0/0 files storedAmerican Economic Review

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Economic Theory and Policy Diverse Scientific and Economic Studies

Abstract

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression by Kevin D. Hoover, Soren Johansen and Katarina Juselius. Published in volume 98, issue 2, pages 251-55 of American Economic Review, May 2008

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 183 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 2009Entrepreneurship and the Business Cycle 2003A method for taking models to the data 2007Imperfect Knowledge Economics: Exchange Rates and Risk

Cited by

2009THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION 2008Beyond DSGE Models: Toward an Empirically Based Macroeconomics 2009The Financial Crisis and the Systemic Failure of Academic Economics 2009DSGE Models and Central Banks 2014Does global liquidity drive commodity prices?2008DSGE Models and Central Banks 2017Food versus fuel: An updated and expanded evidence 2009The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.