VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims

• Other Authors: Sims, Christopher A., Fomby, Thomas B., Kilian, Lutz., Murphy, Anthony, 1957-
• Format: Electronic
• Language: English
• Published: Bingley, U.K. : Emerald, 2013.
• Series: Advances in econometrics ; v. 32.
• Subjects: Business & Economics > Econometrics.; Econometrics.; Economics.; Macroeconomics > Mathematical models.; elektronické knihy; electronic books
• ISBN: 9781781907535 (electronic bk.) :
• Physical Description: 1 online resource (xxi, 427 p.)

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...