Vector Autoregressions and Reduced Form Representations of DSGE Models

By Federico Ravenna. 2007

225 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/accca38ce5d877c366d1484f9664104e896a48ed

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Luca Gambetti
2. M. Forni
3. Fabio Canova
4. Matthias Paustian
5. Mikkel Plagborg-Møller
6. Marco Lippi
7. Jushan Bai
8. Matteo Barigozzi

In Renewable Energy, Sustainability and the Environment

1. Matthias Paustian
2. Luca Gambetti
3. Fabio Canova
4. M. Forni

Citations in the corpus

• Sufficient information in structural VARs (2014, background): “Fernandez-Villaverde, Rubio-Ramirez, Sargent and Watson (2007), and Ravenna (2007), show theoretical cases in which VAR techniques fail.”
• Business cycle measurement with some theory (2011, background): “Ravenna (2007) and Chari et al. (2008) indicated that such an omission may be dangerous for inference if standard structural VARs are estimated.”