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VAR models in macroeconomics 

new developments and applications : essays in honor of Chri...  Advances in econometrics ; v. 32;Emerald insight
Kilian, Lutz ; Sims, Christopher A. ; Fomby, Thomas B.. - 1. ed. . , 2014
Link: https://doi.org/10.1108/S0731-9053(2013)32