Name: The Cointegrated var Model: Methodology and Applications (Advanced Texts in Econometrics) (en Inglés)
Price: 106380.00 CLP
Availability: InStock
Author: Katarina Juselius
ISBN: 9780199285679

portada The Cointegrated var Model: Methodology and Applications (Advanced Texts in Econometrics) (en Inglés)

Formato

Libro Físico

Editorial

Oup Oxford

Autor

Katarina Juselius

Año

2007

Idioma

Inglés

N° páginas

457

Encuadernación

Tapa Blanda

Peso

ISBN

0199285675

ISBN13

9780199285679

N° edición

Categorías

Econometría

The Cointegrated var Model: Methodology and Applications (Advanced Texts in Econometrics) (en Inglés)

Katarina Juselius (Autor) · Oup Oxford · Tapa Blanda

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Reseña del libro "The Cointegrated var Model: Methodology and Applications (Advanced Texts in Econometrics) (en Inglés)"

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.