A, B,C’S (AND D)’S FOR UNDERSTANDING VARS JESÚS FERNÁNDEZ-VILLAVERDE UNIVERSITY OF PENNSYLVANIA, NBER, AND CEPR JUAN F. RUBIO-RAMÍREZ FEDERAL RESERVE BANK OF ATLANTA THOMAS J. SARGENT

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Date: 2015-04-08 13:03:43 Time series models Signal processing Econometrics Vector autoregression Control theory Value at risk Autoregressive model Kalman filter		A, B,C’S (AND D)’S FOR UNDERSTANDING VARS JESÚS FERNÁNDEZ-VILLAVERDE UNIVERSITY OF PENNSYLVANIA, NBER, AND CEPR JUAN F. RUBIO-RAMÍREZ FEDERAL RESERVE BANK OF ATLANTA THOMAS J. SARGENT Add to Reading List Source URL: www.tomsargent.com Download Document from Source Website File Size: 81,35 KB Share Document on Facebook

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