@inbook{Lütkepohl2013,
author = {Lütkepohl, H.},
title= {Vector autoregressive models},
year = {2013},
editor = {Hashimzade, N.},
editor = {Thornton, M. },
booktitle = {Handbook of research methods and applications in empirical macroeconomics},
address = {Cheltenham},
publisher = {Edward Elgar Publishing},
}