//-->
Agents as empirical macroeconomists : Thomas J. Sargents's contribution to economics
Uhlig, Harald, (2012)
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian, (2020)
Are fiscal VAR's non-fundamentalness easily reversible through the addition of informative variables?
Vonbun, Christian, (2021)
Alternative specifications of the error process in the stochastic simulation of econometric models
Sterbenz, Frederic P., (1990)
Simulation of interest rate options using ARCH
Bianchi, Carlo, (1991)