Journal of Economic Perspectives
Issue 15, Pages 101-116
Fall 2001

HKS Authors

See citation below for complete author information.

James H. Stock Photo
James H. Stock
Professor of Public Policy, HKS; Harold Hitchings Burbank Professor of Political Economy, FAS

Citation

Stock, James H., and Mark W. Watson. "Vector Autoregressions." Journal of Economic Perspectives 15 (Fall 2001): 101-116.