Christopher A. Sims and vector autoregressions

Lawrence J. Christiano

Year of publication:	2012
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
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 \| Schätztheorie \| Estimation theory \| Neoklassische Synthese \| Neoclassical synthesis \| Momentenmethode \| Method of moments \| Zeitreihenanalyse \| Time series analysis \| Ökonometrie \| Econometrics \| Geldpolitik \| Monetary policy \| Bayes-Statistik \| Bayesian inference \| Schock \| Shock \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Makroökonometrie \| Macroeconometrics

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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