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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.

Suggested Citation

  • Angela Birk, 2006. "Method to Find the VARs Easily," Departmental Working Papers 2006-11, Department of Economics, Louisiana State University.
    • Handle: RePEc:lsu:lsuwpp:2006-11
    as

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    File URL: https://www.lsu.edu/business/economics/files/workingpapers/pap06_11.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. Birk, Angela, 2004. "Sequential Migration, and the German Reunification," HWWA Discussion Papers 305, Hamburg Institute of International Economics (HWWA).
    3. 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.
    4. Birk, Angela, 2004. "Sequential Migration, and the German Reunification," Discussion Paper Series 26338, Hamburg Institute of International Economics.
    5. Sargent, Thomas & Ljungqvist, Lars, 2002. "The European Employment Experience," CEPR Discussion Papers 3543, C.E.P.R. Discussion Papers.
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