The Cointegrated VAR Model is popular PDF and ePub book, written by Katarina Juselius in 2006-12-07, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, The Cointegrated VAR Model can be Read Online from any device for your convenience.
The Cointegrated VAR Model Book PDF Summary
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.
Detail Book of The Cointegrated VAR Model PDF
- Author : Katarina Juselius
- Release : 07 December 2006
- Publisher : OUP Oxford
- ISBN : 9780191622960
- Genre : Business & Economics
- Total Page : 478 pages
- Language : English
- PDF File Size : 21,7 Mb
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