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Agents as empirical macroeconomists : Thomas J. Sargents's contribution to economics
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A flexible mixed-frequency vector autoregression with a steady-state prior
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Are fiscal VAR's non-fundamentalness easily reversible through the addition of informative variables?
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Topics in applied econometrics
Wallis, Kenneth Frank, (1973)
On macroeconomic policy and macroeconometric models
Wallis, Kenneth Frank, (1992)