The cointegrated VAR model: methodology and applications Juselius, Katarina

By:

Juselius, Katarina

Series: Advanced texts in econometricsPublication details: 2006 Oxford University Press Oxford Description: xx, 457 pISBN:

9780199285679

Subject(s):

DDC classification:

330.0151563 J8C6

Summary: This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the common stochastic trends and the impulse response functions.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad General Stacks	Non-fiction	330.0151563 J8C6 (Browse shelf(Opens below))	Available		179616

Total holds: 0

Browsing Ahmedabad shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)

Previous							No cover image available	Next
Previous	330.0151 B6P4 Philosophy of mathematics and economics: image, context and perspective	330.0151 S8R3 Recursive methods in economic dynamics	330.0151 S9M2 Mathematics of economics analysis	330.0151563 J8C6 The cointegrated VAR model: methodology and applications	330.0151927 H6M2-2019 Markets, games, and strategies: an introduction to experimental economics	330.0151932 P2B3 Beautiful game theory: how soccer can help economics	330.015195 A2-I Advances in economics and econometrics: eleventh world congress volume I and II	Next

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the common stochastic trends and the impulse response functions.

There are no comments on this title.

to post a comment.