references.bib

@misc{Saikkonen2012,
	author = {Pentti Saikkonen},
	howpublished = {Lecture notes},
	title = {Moniulotteiset ja epästationaariset aikasarjat},
	year = {2012}
}

@misc{Kauppi2016,
	author = {Heikki Kauppi},
	howpublished = {Lecture notes},
	title = {{Financial Time Series Econometrics}},
	subtitle = {{Part 2: Multivariate and Nonstationary Time Series}},
	year = {2016}
}

@Article{Pfaff2008article,
  	title = {{VAR, SVAR and SVEC Models: Implementation Within R Package vars}},
  	author = {Bernhard Pfaff},
  	journal = {{Journal of Statistical Software}},
  	year = {2008},
  	volume = {27},
  	number = {4},
  	url = {http://www.jstatsoft.org/v27/i04/},
}

@Book{Pfaff2008book,
  	title = {{Analysis of Integrated and Cointegrated Time Series with R}},
  	author = {Bernhard Pfaff},
  	publisher = {Springer},
  	edition = {Second},
  	address = {New York},
  	year = {2008},
  	note = {ISBN 0-387-27960-1},
  	url = {http://www.pfaffikus.de},
}

@book{Lutkepohletal2004,
	title = {Applied {T}ime {S}eries {E}conometrics},
	series = {Themes in modern econometrics},
	editor = {Lütkepohl, Helmut and Krätzig, Markus},
	address = {Cambridge, UK ; New York},
	publisher = {Cambridge University Press},
	year = {2004},
	pages = {323},
}

@techreport{Pfaff2007,
     	title = {{Using the vars Package}},
     	author = {Bernhard Pfaff},
     	year = {2007},
     	month = {09},
	date-modified = {2007-09-9},
     	url = {http://ftp.uni-bayreuth.de/math/statlib/R/CRAN/doc/vignettes/vars/vars.pdf}
}

@Manual{Allaireetal2020,
	title = {{rmarkdown: Dynamic Documents for R}},
	author = {JJ Allaire and Yihui Xie and Jonathan McPherson and Javier Luraschi and Kevin Ushey and Aron Atkins and Hadley Wickham and Joe Cheng and Winston Chang and Richard Iannone},
    	year = {2020},
    	note = {R package version 2.1},
    	url = {https://github.com/rstudio/rmarkdown},
}

@Book{Xieetal2018,
	title = {{R Markdown: The Definitive Guide}},
    	author = {Yihui Xie and J.J. Allaire and Garrett Grolemund},
    	publisher = {Chapman and Hall/CRC},
    	address = {Boca Raton, Florida},
    	year = {2018},
    	note = {ISBN 9781138359338},
    	url = {https://bookdown.org/yihui/rmarkdown}
}

@misc{oecd2020,
	author = {{Organization for Economic Co-operation and Development}},
	howpublished = {retrieved from FRED, Federal Reserve Bank of St. Louis, April 24, 2020},
	title = {{Unemployment Rate: Aged 15-64: All Persons for the United States [LRUN64TTUSQ156N]}},
	year = {2020},
	url ={https://fred.stlouisfed.org/series/LRUN64TTUSQ156N}
}

@misc{fred2020,
	author = {{Board of Governors of the Federal Reserve System (US)}},
	howpublished = {retrieved from FRED, Federal Reserve Bank of St. Louis, April 24, 2020},
	title = {{Effective Federal Funds Rate [FEDFUNDS]}},
	year = {2020},
	url ={https://fred.stlouisfed.org/series/FEDFUNDS}
}