Stock and Watson (2001)

Vector Autoregressions

sw2001

Format

An object of class tbl_df (inherits from tbl, data.frame) with 164 rows and 4 columns.

References

[3] M. Gertler and P. Karadi. 'Monetary Policy Surprises, Credit Costs, and Economic Activity'. In: _American Economic Journal: Macroeconomics_ 7.1 (Jan. 2015), pp. 44-76. DOI: 10.1257/mac.20130329. <URL: https://doi.org/10.1257