COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics) - Tapa blanda

Libro 24 de 26: Advanced Texts in Econometrics

JUSELIUS, Katarina

 
9780199285679: COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)
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ISBN 10: 0199285675 ISBN 13: 9780199285679
Editorial: Oxford University Press, 2006

Sinopsis

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. About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

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Acerca del autor

Katarina Juselius obtained her Ph.D from the Swedish School of Economics, Helsinki in 1983. In 1985 she became Associate Professor at the University of Copenhagen and in 1996 she was appointed the Chair of Macroeconometrics. She has published extensively on the methodology of Cointegrated VAR Models with applications to Monetary Transmission Mechanisms, Policy Control Rules, Price Linkages, Wage-, Price, and Unemployment Dynamics. She has been the leader of numerous research projects, and has been on the editorial boards of the International Journal of Forecasting, the Journal of Business and Economic Statistics, and is presently serving the Journal of Economic Methodology. In 1995-98 she was a member of the Danish Social Sciences Research Council and is presently a member of the EUROCORES committee at the European Science Foundation.

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Editorial
Oxford University Press
Año de publicación
2006
Idioma
Inglés
ISBN 10 
0199285675
ISBN 13 
9780199285679
Encuadernación
Tapa blanda
Número de edición
2
Número de páginas
477
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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Otras ediciones populares con el mismo título

9780199285662: The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics)

Edición Destacada

ISBN 10:  0199285667 ISBN 13:  9780199285662
Editorial: OUP Oxford, 2006
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