Have Standard VARS Remained Stable Since the Crisis?

B-Tier

Journal: Journal of Applied Econometrics

Year: 2017

Volume: 32

Issue: 5

Pages: 931-951

Authors (4)

Knut Are Aastveit (Norges Bank) Andrea Carriero (Queen Mary University of Londo...) Todd E. Clark (not in RePEc) Massimiliano Marcellino (Università Commerciale Luigi B...)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count