The Cointegrated VAR Model (English, Katarina Juselius)
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Book Details
Publisher
OUP Oxford
Language
English
ISBN-13
9780199285679
ISBN-10
0199285675
Author
Katarina Juselius
About the Book
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 sho…
ISBN: 9780199285679
ISBN-13: 9780199285679
ISBN-10: 0199285675
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Product ID: isbn-9780199285679
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