[The Quantitative Significance of the Lucas Critique]: Comment
指出向量自回归是简化形式，当系统中任何结构方程变化时都会改变，无论经济决策是否前瞻。即使如此，含单位根的模型动态模拟会产生大累积误差，难以检测结构变化是否发生。
A vector autoregression is a reduced-form representation, and, therefore, would be expected to change when any structural equation in the system changes, regardless of whether economic decisions are forward-looking. Even so, a dynamic simulation of a model with unit roots will exhibit large cumulative errors, making it difficult to detect whether structural change has indeed occurred.