The DOI matches its Crossref record; 166 of the 166 references it cites were found in a registry or an index.
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics
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Citations
Cites
Sims, C. A. (1980) · Econometrica · doi:10.2307/1912017 · Cited by 12,727
Postwar U.S. Business Cycles: An Empirical Investigation
Hodrick, R. J., & Prescott, E. C. (1997) · Journal of Money, Credit and Banking · doi:10.2307/2953682 · Cited by 7,349
Instrumental Variables Regression with Weak Instruments
Staiger, D., & Stock, J. H. (1997) · Econometrica · doi:10.2307/2171753 · Cited by 7,081
New Introduction to Multiple Time Series Analysis
Lütkepohl, H. (2005) · Springer eBooks · doi:10.1007/978-3-540-27752-1 · Cited by 5,918
Instrumental Variables Regression with Weak Instruments
Staiger, D., & Stock, J. (1994) · doi:10.3386/t0151 · Cited by 5,302
Self-citationForecasting, Structural Time Series Models and the Kalman Filter
Fildes, R., Harvey, A. C., West, M., & Harrison, J. (1991) · The Journal of the Operational Research Society · doi:10.2307/2583225 · Cited by 4,682
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
Kilian, L. (2009) · American Economic Review · doi:10.1257/aer.99.3.1053 · Cited by 4,608
Forecasting, Structural Time Series Models and the Kalman Filter
Harvey, A. C. (1990) · doi:10.1017/cbo9781107049994 · Cited by 4,195
Determining the Number of Factors in Approximate Factor Models
Bai, J., & Ng, S. (2002) · Econometrica · doi:10.1111/1468-0262.00273 · Cited by 4,099
The Dynamic Effects of Aggregate Demand and Supply Disturbances
Blanchard, O. J., & Quah, D. (1988) · National Bureau of Economic Research · doi:10.3386/w2737 · Cited by 3,899
Cited by
Oil price elasticities and oil price fluctuations
Caldara, D., Cavallo, M., & Iacoviello, M. (2019) · Journal of Monetary Economics · doi:10.1016/j.jmoneco.2018.08.004 · Cited by 309
Metadata
- Venue
- Handbook of Macroeconomics
- Publisher
- Elsevier
- Published
- 2016
- Pages
- 415-525
- ISSN
- 1574-0048 (ISSN-L)
- OpenAlex
- W2529086294
- Cited by
- 428
- References
- 166
- FWCI
- 139.79
- Type
- book chapter
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. https://app.cochat.ai/papers/10.1016/bs.hesmac.2016.04.002
- The paper
- Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Handbook of Macroeconomics. https://doi.org/10.1016/bs.hesmac.2016.04.002
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
