Three Essays on Identification and Dimension Reduction in Vector Autoregressive Models PDF Download
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Author: Dominik Bertsche
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Category :
Languages : en
Pages : 0
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Author: Dominik Bertsche
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Category :
Languages : en
Pages : 0
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Author: Robin Braun
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Category :
Languages : en
Pages : 0
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Author: Gianluca Cubadda
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Category :
Languages : en
Pages :
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Author: Alexander Chudik
Publisher: Emerald Group Publishing
ISBN: 180262063X
Category : Business & Economics
Languages : en
Pages : 316
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Book Description
The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Author: Maximilian Podstawski
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Category :
Languages : en
Pages :
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Author: George Athanasopoulos
Publisher:
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Category : Autoregression (Statistics)
Languages : en
Pages : 470
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Author: Kevin Huynh
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Category :
Languages : en
Pages : 0
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Author: Kyungho Jang
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Category :
Languages : en
Pages : 214
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Impulse response analysis requires the imposition of restrictions on the estimated system in order to identify a shock. Short-run restrictions such that monetary policy does not contemporaneously affect real Gross Domestic Production have been often used. Many economic models, however, imply long-run relations among economic variables (or long-run restrictions such that monetary policy does not affect output in the long period) rather than short-run restrictions. Therefore, empirical results based on long-run restrictions may be more consistent with economic theory than those based on short-run restrictions.
Author: Thomas B. Fomby
Publisher: Emerald Group Publishing Limited
ISBN: 9781781907528
Category : Business & Economics
Languages : en
Pages : 0
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Advances in Econometrics publishes original scholarly econometric papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics, throughout the empirical economic, business and social science literature.
Author: Lutz Kilian
Publisher: Cambridge University Press
ISBN: 1107196574
Category : Business & Economics
Languages : en
Pages : 757
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Book Description
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
