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49 changes: 49 additions & 0 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -5356,3 +5356,52 @@ @article{ShakedSutton1982
pages = {3--13},
year = {1982}
}

@article{sargent2026dynamic,
title = {Dynamic Mode Decompositions and Vector Autoregressions},
author = {Sargent, Thomas J. and Selvakumar, Yatheesan J. and Yang, Ziyue},
journal = {International Economic Review},
year = {2026},
publisher = {Wiley Online Library}
}

@techreport{SSY_CEX_2026,
author = {Sargent, Thomas J. and Selvakumar, Yatheesan J. and Yang, Ziyue},
title = {Aggregate Shocks and Cross-Section Dynamics: Quantifying
Redistribution and Insurance in {US} Household Data},
institution = {New York University},
year = {2026}
}

@article{anderson1951,
author = {Anderson, T. W.},
title = {Estimating Linear Restrictions on Regression Coefficients for
Multivariate Normal Distributions},
journal = {Annals of Mathematical Statistics},
volume = {22},
number = {3},
pages = {327--351},
year = {1951}
}

@article{stock_watson2002,
author = {Stock, James H. and Watson, Mark W.},
title = {Forecasting Using Principal Components from a Large Number of
Predictors},
journal = {Journal of the American Statistical Association},
volume = {97},
number = {460},
pages = {1167--1179},
year = {2002}
}

@article{Geweke1982,
author = {Geweke, John},
title = {Measurement of Linear Dependence and Feedback Between Multiple
Time Series},
journal = {Journal of the American Statistical Association},
volume = {77},
number = {378},
pages = {304--313},
year = {1982}
}
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