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Vector autoregression and the dynamic multiplier: a historical review

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  • Stein, Sheldon H.
  • Song, Frank M.
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    File URL: http://www.sciencedirect.com/science/article/B6V82-45J941M-7/2/565f36aef1a16d363914d0e55c8d070f
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    Article provided by Elsevier in its journal Journal of Policy Modeling.

    Volume (Year): 24 (2002)
    Issue (Month): 3 (June)
    Pages: 283-300

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    Handle: RePEc:eee:jpolmo:v:24:y:2002:i:3:p:283-300

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    Web page: http://www.elsevier.com/locate/inca/505735

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    1. Carl F. Christ, 1993. "Assessing applied econometric results," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 71-94.
    2. Christopher A. Sims, 1982. "Policy Analysis with Econometric Models," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 13(1), pages 107-164.
    3. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    4. Peter E. Kretzmer, 1992. "Monetary vs fiscal policy: new evidence on an old debate," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 21-30.
    5. Mankiw, N Gregory, 1990. "A Quick Refresher Course in Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 28(4), pages 1645-60, December.
    6. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
    7. Christ, Carl F, 1975. "Judging the Performance of Econometric Models of the U.S. Economy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(1), pages 54-74, February.
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    Cited by:
    1. Sharma, Anurag & Jha, Raghbendra, 2012. "Fiscal deficits, banking crises and policy reversal in a semi-open economy," Economic Modelling, Elsevier, vol. 29(2), pages 271-282.

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