The Cointegrated VAR Model - 9780199285662
  • The Cointegrated VAR Model - 9780199285662

The Cointegrated VAR Model - 9780199285662

New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ... Read moreabout the conditionNew: A new, unread, unused book in perfect condition with no missing or damaged pages. See the seller's listing for full details. See all condition definitionsopens in a new window or tab
€270.03
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Description
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, providing in each case illustrations of applicability.This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.
Product Details
10 Items

Data sheet

Type
Textbook
Author
Katarina Juselius
Format
Hardcover
Language
English
Item Height
253mm
Item Width
176mm
Number of Pages
480 Pages
Item Weight
998g
Publisher
Oxford University Press
Publication Year
2006

Specific References

ISBN
9780199285662
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