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Paper / 2019SMQ / 134997072844981
Feedbacks: Financial Markets and Economic Activity
Christopher A. Sims / Darius Palia / Karthik A. Sastry / Markus K. Brunnermeier
causal identification / econometricsResource overview

Feedbacks: Financial Markets and Economic Activity

Paper2019

by Christopher A. Sims, Darius Palia, Karthik A. Sastry, Markus K. Brunnermeier

Tags
causal identificationeconometricstime series

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Understand this paper

Suggested foundations for financial time series. Specialist prerequisites vary by paper.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

Go further

  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

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