TY  - JOUR
TI  - Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
AU  - Soren Johansen
JO  - Econometrica
PY  - 1991
VL  - 59
IS  - 6
DO  - 10.2307/2938278
UR  - https://doi.org/10.2307/2938278
ER  -


TY  - JOUR
TI  - Macroeconomics and Reality
AU  - Christopher A. Sims
JO  - Econometrica
PY  - 1980
VL  - 48
IS  - 1
DO  - 10.2307/1912017
UR  - https://doi.org/10.2307/1912017
ER  -


TY  - JOUR
TI  - Estimation and Inference of Impulse Responses by Local Projections
AU  - Òscar Jordà
JO  - American Economic Review
PY  - 2005
VL  - 95
IS  - 1
DO  - 10.1257/0002828053828518
UR  - https://doi.org/10.1257/0002828053828518
ER  -


TY  - JOUR
TI  - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
AU  - Gary Koop
AU  - Dimitris Korobilis
JO  - Foundations and Trends® in Econometrics
PY  - 2010
VL  - 3
IS  - 4
DO  - 10.1561/0800000013
UR  - https://doi.org/10.1561/0800000013
ER  -


TY  - JOUR
TI  - Drifts and volatilities: monetary policies and outcomes in the post WWII US
AU  - Timothy Cogley
AU  - Thomas J. Sargent
JO  - Review of Economic Dynamics
PY  - 2005
VL  - 8
IS  - 2
DO  - 10.1016/j.red.2004.10.009
UR  - https://doi.org/10.1016/j.red.2004.10.009
ER  -