Vector autoregressions for causal inference?

1985/01/01 by Edward E. Leamer · 248 citations
Arts and Humanities · Economics, Econometrics and Finance · #Artificial intelligence #Causal inference #Computer science #Econometrics #Economics #Inference #Italy: Economic History and Contemporary Issues #Monetary Policy and Economic Impact #Philosophy and History of Science

paper · doi:10.1016/0167-2231(85)90035-1

published in Carnegie-Rochester Conference Series on Public Policy 22, 255-304 (Elsevier BV)

crossref issued 1985/01/01 · crossref published 1985/01/01 · crossref published-print 1985/01/01 · openalex publication_date 1985/01/01 · crossref created 2004/03/20 · crossref deposited 2024/12/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05 · crossref indexed 2026/08/05

Citations

• Macroeconomics and Reality
• Policy Analysis with Econometric Models
• Expectations and the neutrality of money
• "Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods