| 000 | 02362nam a22003978i 4500 | ||
|---|---|---|---|
| 001 | CR9781108164818 | ||
| 003 | UkCbUP | ||
| 005 | 20200124160337.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 161010s2017||||enk o ||1 0|eng|d | ||
| 020 | _a9781108164818 (ebook) | ||
| 020 | _z9781107196575 (hardback) | ||
| 020 | _z9781316647332 (paperback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
||
| 050 | 4 |
_aHB141 _b.K55 2017 |
|
| 082 | 0 | 4 |
_a330.01519536 _223 |
| 100 | 1 |
_aKilian, Lutz, _eauthor. |
|
| 245 | 1 | 0 |
_aStructural vector autoregressive analysis / _cLutz Kilian, Helmut Lütkepohl. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2017. |
|
| 300 |
_a1 online resource (xx, 734 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 | _aThemes in modern econometrics | |
| 500 | _aTitle from publisher's bibliographic system (viewed on 17 Nov 2017). | ||
| 520 | _aStructural 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 estimating, and evaluating structural VAR models. The book traces the evolution of the structural VAR methodology and contrasts it with other common methodologies, including dynamic stochastic general equilibrium (DSGE) models. It is intended as a bridge between the often quite technical econometric literature on structural VAR modeling and the needs of empirical researchers. The focus is not on providing the most rigorous theoretical arguments, but on enhancing the reader's understanding of the methods in question and their assumptions. Empirical examples are provided for illustration. | ||
| 650 | 0 | _aEconometric models. | |
| 650 | 0 | _aAutoregression (Statistics) | |
| 650 | 0 | _aRegression analysis. | |
| 650 | 0 |
_aMonetary policy _xEconometric models. |
|
| 700 | 1 |
_aLütkepohl, Helmut, _eauthor. |
|
| 776 | 0 | 8 |
_iPrint version: _z9781107196575 |
| 830 | 0 | _aThemes in modern econometrics. | |
| 856 | 4 | 0 | _uhttps://doi.org/10.1017/9781108164818 |
| 999 |
_c523114 _d523112 |
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