Stock image for illustration purposes only - book cover, edition or condition may vary.
Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims
Prof. Thomas Fomby
€ 158.54
FREE Delivery in Ireland
Description for Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims
Hardback. Advances in Econometrics publishes original scholarly econometric papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics, throughout the empirical economic, business and social science literature. Editor(s): Fomby, Thomas B.; Murphy, Anthony; Kilian, Lutz. Series: Advances in Econometrics. Num Pages: 456 pages, Illustrations. BIC Classification: KCH. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 229 x 152 x 41. Weight in Grams: 798.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2013
Publisher
Emerald Publishing Limited United Kingdom
Number of pages
400
Condition
New
Series
Advances in Econometrics
Number of Pages
456
Place of Publication
Bingley, United Kingdom
ISBN
9781781907528
SKU
V9781781907528
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Prof. Thomas Fomby
Fomby, Prof. T - Southern Methodist University, Dallas, TX, USA Murphy A - Federal Reserve Bank of Dallas, USA Lutz, Prof L - University of Michigan, Ann Arbor, MI, USA
Reviews for Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims