Structural Vector Autoregressive Analysis - 9781316647332

Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models.

• | : Lutz Kilian (University of Michigan, Ann Arbor), Helmut Lutkepohl (Freie Universitat Berlin)
• | Publisher: Cambridge University Press
• | Publication Date: Nov 23, 2017
• | Country of Publication: United Kingdom
• | Number of Pages: 754 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 1316647331
• | ISBN-13: 9781316647332