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Structural Vector Autoregressive Analysis (Hardcover) Loot Price: R4,655
Discovery Miles 46 550
Structural Vector Autoregressive Analysis (Hardcover): Lutz Kilian, Helmut Lutkepohl

Structural Vector Autoregressive Analysis (Hardcover)

Lutz Kilian, Helmut Lutkepohl

Series: Themes in Modern Econometrics

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Loot Price R4,655 Discovery Miles 46 550 | Repayment Terms: R436 pm x 12*

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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 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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Themes in Modern Econometrics
Release date: November 2017
Authors: Lutz Kilian • Helmut Lutkepohl
Dimensions: 235 x 157 x 45mm (L x W x T)
Format: Hardcover
Pages: 754
ISBN-13: 978-1-107-19657-5
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 1-107-19657-4
Barcode: 9781107196575

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