Structural Vector Autoregressive Analysis - Paperback
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Availability:In StockContributor:Lutz Kilian, Helmut LütkepohlSeries:Themes in Modern EconometricsPublish date:2017-11-23Pages:754
Language:EnglishPublisher:Cambridge University PressISBN-13:9781316647332ISBN-10:1316647331UPC:9781316647332Book Category:Business & EconomicsBook Subcategory:EconometricsSize:9.20 x 6.43 x 1.59 inchesWeight:2.2112Product ID:SC09W19K7K
Structural Vector Autoregressive Analysis
Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of...
Series: Themes in Modern Econometrics
Language:EnglishPublisher:Cambridge University PressISBN-13:9781316647332ISBN-10:1316647331UPC:9781316647332Book Category:Business & EconomicsBook Subcategory:EconometricsSize:9.20 x 6.43 x 1.59 inchesWeight:2.2112Product ID:SC09W19K7K
Kilian, Lutz: - Lutz Kilian is Professor of Economics at the University of Michigan, Ann Arbor. Between 2001 and 2003 he served as an adviser to the European Central Bank in Frankfurt am Main, Germany. Professor Kilian has been a research visitor at the Federal Reserve Board, the Bank of Canada, the European Central Bank, and the International Monetary Fund. His work has appeared in Econometrica,...
Publisher: Cambridge University Press
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