Vector autoregressions for causal inference?
Data up to Jan 2025
Total Citations Per Year
Abstract
References (70)
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
1969 • 21,257 citations
Macroeconomics and Reality
1980 • 12,249 citations
Econometric policy evaluation: A critique
1976 • 5,457 citations
Econometric Models and Economic Forecasts
1990 • 5,189 citations
Expectations and the neutrality of money
1972 • 4,734 citations
Principles of Econometrics
1973 • 3,349 citations
MONEY, INCOME, AND CAUSALITY
1972 • 3,059 citations
Let's Take the Con Out of Econometrics
1983 • 2,356 citations
"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule
1975 • 2,222 citations
Principles of Econometrics.
1972 • 2,215 citations
Logic, Methodology and Philosophy of Science.
1963 • 1,936 citations
Testing for causality
1980 • 1,646 citations
Exogeneity
1983 • 1,271 citations
Specification Searches: Ad Hoc Inference with Non-Experimental Data.
1981 • 1,125 citations
Forecasting and conditional projection using realistic prior distributions
1984 • 1,111 citations
Formulating and estimating dynamic linear rational expectations models
1980 • 845 citations
Unanticipated Money Growth and Unemployment in the United States
1977 • 841 citations
Policy Analysis with Econometric Models
1982 • 714 citations
Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory
1977 • 699 citations
The Phillips curve and labor markets
1976 • 634 citations
Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models
1982 • 583 citations
Market Fundamentals versus Price-Level Bubbles: The First Tests
1980 • 539 citations
Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment
1973 • 523 citations
Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
1980 • 508 citations
Forecasting the Forecasts of Others
1983 • 485 citations
Econometric Implications of the Rational Expectations Hypothesis
1980 • 436 citations
A Rational Expectations Approach to Macroeconometrics
1983 • 409 citations
What Economics Is Most Important to Teach: The Hansen Committee Report
1977 • 382 citations
The Assessment of Prior Distributions in Bayesian Analysis
1967 • 351 citations
The Rhetoric of Economics
1983 • 343 citations
Reporting the Fragility of Regression Estimates
1983 • 336 citations
Advances in Econometrics
1983 • 335 citations
Causal Ordering and Identifiability
1977 • 331 citations
Causality and econometrics
1979 • 324 citations
Does Anticipated Monetary Policy Matter? An Econometric Investigation
1982 • 294 citations
Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
1980 • 284 citations
Studies in Econometric Method
1954 • 280 citations
Specification Searches: Ad Hoc Inference with Nonexperimental Data
1980 • 269 citations
Rational expectations and the dynamic structure of macroeconomic models
1978 • 257 citations
INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS
1984 • 247 citations
Rational Expectations and Learning from Experience
1979 • 232 citations
Underidentification, Structural Estimation, and Forecasting
1960 • 230 citations
The Quantification of Judgment: Some Methodological Suggestions
1967 • 192 citations
Rational Expectations, Econometric Exogeneity, and Consumption
1978 • 190 citations
Monetary Policy during a Transition to Rational Expectations
1975 • 186 citations
Identification Problems in Economic Model Construction*
2017 • 180 citations
DIFFICULTIES WITH TESTING FOR CAUSATION
1979 • 165 citations
On the Nature and Discovery of Structure
1984 • 156 citations
The Output Cost of Disinflation in Traditional and Vector Autoregressive Models
2003 • 154 citations
A Quantitative Approach to the Study of Railroads in American Economic Growth: A Report of Some Preliminary Findings
1962 • 145 citations
On the Structural Form of Interdependent Systems
1966 • 141 citations
Techniques of forecasting using vector autoregressions
1981 • 139 citations
The Output Cost of Disinflation in Traditional and Vector Autoregressive Models
1982 • 137 citations
An Economic Theory of Monetary Reform
1980 • 114 citations
Time Series Representations of Economic Variables and Alternative Models of the Labour Market
1982 • 101 citations
A Model of Stochastic Process Switching
1983 • 96 citations
Assessing Uncertainty
1974 • 96 citations
How should economists choose
1982 • 75 citations
Selected Topics in Economics Involving Mathematical Reasoning
1959 • 53 citations
Statistics and mathematics in biology
1955 • 48 citations
Rational expectations and the econometric modeling of markets subject to uncertainty
1975 • 47 citations
The Quantification of Judgment: Some Methodological Suggestions
1967 • 38 citations
Identifiability and problems of model selection in econometrics
1983 • 35 citations
On the Nature and Discovery of Structure
1984 • 34 citations
American Economic Growth and the Voyage of Columbus
1983 • 28 citations
Macroeconomics after a Decade of Rational Expectations: Some Critical Issues
1989 • 26 citations
Causality, exogeneity, and inference
1983 • 21 citations
Money, Credit and Nonfinancial Economic Activity: An Empirical Study of Five Countries
1982 • 6 citations
Optimal Control of the Money Supply
1982 • 5 citations
Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models
2001 • 4 citations