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).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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