1Breigung, J. (2000), "Recent developments in the structural analysis of time series", Working Paper, Institut for Statistik und okonometrie, Hunboldt Universitat zu Berlin.
2Chari, Patrick & Ellen(2005), "A critique of structural VARs using business cycle theory", FRBM Working Paper 631.
3Cooley & Dwyer (1998),“Business cycle analysis without much theory: A look at structural VARs”, Journal of Econometrics 83(2) : 57--88.
4Cooley & LeRoy (1985), “A theoretical macroeconometrics: A critique”, Journal of Monetary Economics 16 (3) : 283--308.
5Dejong & Dave (2007), Structure Macroeconometrics, Princeton University Press.
6Femandez--Villaverde & Rubio-- Ramirez (2004),“Comparing dynamic equilibrium models to data: A Bayesian approach”, Journal of Econometrics 123(1) :153--187.
7Giannone, Reichlin & Sala(2004), "VARs, common factors and the empirical validation of equilibrium business cycle models", CEPR Working Paper 258, London.
8Ireland, P. N. (2004a), "Technology shocks in the new Keynesian model", Review of Economics and Statistics 86 (4) : 923--936.
9Ireland, P. N. (2004b), "A method for taking models to the data", Journal of Economic Dynamics and Control 28 (6) 1205--1226.
10Kim, J. (2000), "Constructing and estimating a realistic optimizing model of Monetary Policy", Journal of Monetary Economics 45(2) : 329--359.