Method to Find the VARs Easily

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Method to Find the VARs Easily

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Angela Birk ()

Abstract

The paper shows an easy method to get the impulse responses of VARs of a stochastic recursive dynamic macro model by defining the transition matrix and the stationary distribution function of a model using the model, i.e. economic theory, itself.

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Paper provided by Department of Economics, Louisiana State University in its series Departmental Working Papers with number 2006-11.

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Handle: RePEc:lsu:lsuwpp:2006-11

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Postal: Baton Rouge, LA 70803-6306
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This paper has been announced in the following NEP Reports:

NEP-ALL-2006-05-27 (All new papers)
NEP-DGE-2006-05-27 (Dynamic General Equilibrium)
NEP-ECM-2006-05-27 (Econometrics)
NEP-ETS-2006-05-27 (Econometric Time Series)
NEP-FMK-2006-05-27 (Financial Markets)
NEP-MAC-2006-05-27 (Macroeconomics)

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Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C's (and D)'s for Understanding VARs," NBER Technical Working Papers 0308, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005. "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography 172782000000000096, UCLA Department of Economics. [Downloadable!]
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C’s (And D’s) For Understanding VARS," PIER Working Paper Archive 05-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
- Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez & Thomas Sargent, 2005. "A, B, C’s, (and D’s) for understanding VARs," Working Paper 2005-09, Federal Reserve Bank of Atlanta. [Downloadable!]
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006. "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography 321307000000000646, UCLA Department of Economics. [Downloadable!]
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson, 2007. "ABCs (and Ds) of Understanding VARs," American Economic Review, American Economic Association, vol. 97(3), pages 1021-1026, June. [Downloadable!]
Ljungqvist, Lars & Sargent, Thomas J, 2002. "The European Employment Experience," CEPR Discussion Papers 3543, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Lars Ljungqvist & Thomas J. Sargent, 1998. "The European Unemployment Dilemma," Journal of Political Economy, University of Chicago Press, vol. 106(3), pages 514-550, June. [Downloadable!] (restricted)
Other versions:
- Lars Ljungqvist & Thomas J. Sargent, 1995. "The European unemployment dilemma," Working Paper Series, Macroeconomic Issues 95-17, Federal Reserve Bank of Chicago.
- Ljungqvist, Lars & Sargent, Thomas J., 1997. "The European Unemployment Dilemma," Working Paper Series in Economics and Finance 178, Stockholm School of Economics.
- Ljungqvist, L & Sargent, T-J, 1997. "The European Unemployment Dilemma," Research Institute of Industrial Economics Working Papers 481, Research Institute of Industrial Economics (IFN).
- Lars Ljungqvist & Thomas J. Sargent, 1996. "The European Unemployment Dilemma," EUI-RSCAS Working Papers 36, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS). [Downloadable!]
- Ljungqvist, Lars & Sargent, Thomas J., 1997. "The European Unemployment Dilemma," Working Paper Series 481, Research Institute of Industrial Economics. [Downloadable!]
Birk, Angela, 2004. "Sequential Migration, and the German Reunification," Discussion Paper Series 26338, Hamburg Institute of International Economics. [Downloadable!]

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