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Fellows of the Econometric Society / New classical macroeconomics / Econometrics / Vector autoregression / Christopher A. Sims / Monetary policy / Value at risk / Federal Reserve System / Variance / Statistics / Economics / Macroeconomics


Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 610 April[removed]THE ROBUSTNESS OF IDENTIFIED VAR CONCLUSIONS ABOUT MONEY
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Document Date: 1999-05-01 19:07:47

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City

Washington / D.C. / /

Company

Ericsson / /

Country

United States / /

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Facility

George Washington University / /

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IndustryTerm

bank / bank reserve markets / /

Organization

Federal Reserve Bank of Minneapolis / UCLA / George Washington University / Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / Cowles Commission / US Federal Reserve / Board of Governors / Federal Reserve Board / Division of International Finance / UCSD / /

Person

Eric Leeper / David Bowman / Tao Zha / Neil Ericsson / Jim Stock / Jim Hamilton / Adrian Pagan / Chris Sims / Christopher Sims / Harald Uhlig / Andy Levin / Michael Sharkey / Gordon / /

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Position

economist / author / writer / /

URL

www.bog.frb.fed.us / /

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