Christopher A. Sims and vector autoregressions
Year of publication: |
2012
|
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Authors: | Christiano, Lawrence J. |
Published in: |
The Scandinavian journal of economics. - Oxford : Wiley, ISSN 0347-0520, ZDB-ID 8170-X. - Vol. 114.2012, 4, p. 1082-1104
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Subject: | Bayesian econometrics | dynamic stochastic general equilibrium model | generalized method of moments | Granger causality | identification | impulse response function | New Keynesian model | Nobel laureates | vector autoregression | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Momentenmethode | Method of moments | Neoklassische Synthese | Neoclassical synthesis | Ökonometrie | Econometrics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Makroökonometrie | Macroeconometrics |
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