ABCs (and Ds) of Understanding VARs
用矩阵（A, B, C, D）表示线性动态随机经济模型的状态空间系统，并关联到向量自回归（VAR），给出两者匹配的条件，用永久收入例子说明。
The dynamics of a linear (or linearized) dynamic stochastic economic model can be expressed in terms of matrices (A, B, C, D) that define a state space system for a vector of observables. An associated state space system (A, ^ B,C, ^D) determines a vector autoregression for those same observables. We present a simple condition for checking when these two state space systems match up and when they do not when there are equal numbers of economic and VAR shocks. We illustrate our condition with a permanent income example.