Published Classic American Economic Review Published May 2007ABCs (and Ds) of Understanding VARsJesús Fernández-Villaverde · Juan F. Rubio-Ramírez · Thomas J. Sargent · Mark W. WatsonThis 2007 American Economic Review paper by Fernández-Villaverde, Rubio-Ramírez, Sargent, and Watson asks when the structural economic shocks in a DSGE model's state-space representation can be …