Vector Autoregressions I: Basics

John D. Levendis
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John D. Levendis: Loyola University New Orleans

Chapter 10 in Time Series Econometrics, 2018, pp 263-310 from Springer

Abstract: Abstract If we take the notion of general equilibrium seriously, then everything in the economy is related to everything else. For this reason, it is impossible to say which variable is exogenous. It is possible that all variables are endogenous: they can all be caused by, and simultaneously be the cause of, some other variable.

Date: 2018
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DOI: 10.1007/978-3-319-98282-3_10

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