@article{econhot_econhot-cited-d3577b4ae04c9910, title = {Vector Autoregressions}, author = {James H. Stock and Mark W. Watson}, journal = {The Journal of Economic Perspectives}, year = {2001}, volume = {15}, number = {4}, pages = {101-115}, doi = {10.1257/jep.15.4.101}, url = {https://doi.org/10.1257/jep.15.4.101} }