Patrick Buchanan stars in this Irish sci-fi thriller co-written and directed by Alan Leonard and Michael O'Flaherty. Set in an alternate Earth, Rez (Buchanan) is coerced into testing a stolen time machine, called Titus, that can send its user eight hours into the future. Sent to gather future market information, Rez witnesses a devastating nuclear explosion. Upon his return to the present, Rez has eight hours to determine the cause of the tragedy and prevent it from destroying the planet before time runs out...

Adventure feature in which a young man must prepare himself to do battle with the dragon that killed his father. Will Shepherd (Richard McWilliams) lives a simple and rustic life in the mountains until the unfortunate death of his father. Forced to seek a living in the lowlands thereafter, Will ends up in the employment of Sterling (Ian Cullen), a local land owner and knight. Sterling thinks little of Will and sends him to work on the farm, but the old man's daughter, Kate (Nicola Posener), befriends the boy from the mountains. The pair set about unravelling a past mystery which has bound their families together and getting Will ready for the rite of passage in which he must take on and destroy the dragon.

Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modelling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has continuously evolved. Even today important extensions and reinterpretations of the VAR framework are being developed. Examples include VAR models for mixed-frequency data, VAR models as approximations to DSGE models, factor-augmented VAR models, new tools for the identification of structural shocks in VAR models, panel VAR approaches, and time-varying parameter VAR models. This volume collects contributions from some of the leading VAR experts in the world on VAR methods and applications. Each chapter highlights and synthesizes a new development in this literature in a way that is accessible to practitioners, to graduate students, and to readers in other fields.