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Vector autoregression:

2006

Title: Putting the New Keynesian Model to a Test

Author: Straub, Roland ; Peersman, Gert

Series: Working Paper No. 06/135

Date: May 1, 2006

Subject: Economic models Monetary policy Vector autoregression

2005

Title: Stock Market Liquidity and the Macroeconomy : Evidence from Japan

Author: Woon Gyu Choi ; David Cook

Series: Working Paper No. 05/6

Date: January 1, 2005

Subject: Demand Japan Vector autoregression

2002

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