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Topics in Structural VAR Econometrics
Amisano, Gianni; Giannini, Carlo
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Description for Topics in Structural VAR Econometrics
Paperback. Num Pages: 181 pages, 7 black & white tables, biography. BIC Classification: KCA. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 10. Weight in Grams: 311.
In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernanke (1986) and Sims (1986), especially in the U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping, directions: the interpretation of business cycle fluctuations of a small number of significant macroeconomic variables and the identification of the effects of different policies. SV AR literature shows a common feature: the attempt to "organise", in a "structural" theoretical sense, instantaneous correlations among the relevant variables. In non-structural V AR modelling, instead, correlations are ... Read more
In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernanke (1986) and Sims (1986), especially in the U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping, directions: the interpretation of business cycle fluctuations of a small number of significant macroeconomic variables and the identification of the effects of different policies. SV AR literature shows a common feature: the attempt to "organise", in a "structural" theoretical sense, instantaneous correlations among the relevant variables. In non-structural V AR modelling, instead, correlations are ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
181
Condition
New
Number of Pages
181
Place of Publication
Berlin, Germany
ISBN
9783642644818
SKU
V9783642644818
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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