Warehouse / Authors / James H. Stock
James H. Stock
Papers by James H. Stock tracked in the Macro Paper Warehouse.
2 papers tracked
0 forthcoming
2 classics
Showing 2 papers
Vector AutoregressionsJames H. Stock · Mark W. Watson
This 2001 Journal of Economic Perspectives paper by James Stock and Mark Watson reviews how vector autoregressions (VARs) have performed at the four core tasks of applied macroeconometrics — data …