References

[HP97]

Robert J. Hodrick and Edward C. Prescott. Postwar u.s. business cycles: an empirical investigation. Journal of Money, Credit and Banking, 29(1):1–16, 1997. URL: http://www.jstor.org/stable/2953682, doi:10.2307/2953682.

[KLutkepohl17]

Lutz Kilian and Helmut Lütkepohl. Structural vector autoregressive analysis. Cambridge University Press, 2017. URL: http://www-personal.umich.edu/~lkilian/book.html, doi:10.1017/9781108164818.

[KirchgassnerWH12]

Gebhard Kirchgässner, Jürgen Wolters, and Uwe Hassler. Introduction to modern time series analysis. Springer Science & Business Media, 2012. URL: https://www.springer.com/de/book/9783540732914, doi:10.1007/978-3-540-73291-4.