Concepedia

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

Kevin D. Hoover, Søren Johansen, Katarina Jusélius

American Economic Review · 2008 · 187 citations · 6 references

Concepts

Social SciencesEconomicsEconometricsStochastic ProcessesTime Series AnalysisCointegration AnalysisModel SpecificationPurchasing Power ParityTime Series EconometricsEconometric Forecasting ModelsEconometric IdentificationVector Autoregression

Abstract

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression by Kevin D. Hoover, Soren Johansen and Katarina Juselius. Published in volume 98, issue 2, pages 251-55 of American Economic Review, May 2008

References

6

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

Social Sciences, Economics, Econometrics +9

The Probability Approach in Econometrics

Trygve Haavelmo · Econometrica · 1944 · 1.3K citations

Natural Sciences, Economics, Mathematics +12

Entrepreneurship and the Business Cycle

Philipp Koellinger, Roy Thurik · The Review of Economics and Statistics · 2011 · 447 citations · Full text

Social Sciences, Economics, Entrepreneurship +9

A method for taking models to the data

Peter N. Ireland · Journal of Economic Dynamics and Control · 2003 · 431 citations

Computing, Data Science, Bayesian Data Analysis +9

THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION

David Colander, Michael Goldberg, Armin Haas et al. · Critical Review · 2009 · 423 citations

Social Sciences, Economics, Finance +9