Structural Vector Autoregressive Analysis

by Lutz Kilian and Helmut Lütkepohl

Book Overview

Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1316647331
• ISBN13: 9781316647332
• Release Date: November 2017
• Publisher: Cambridge University Press
• Length: 754 Pages
• Weight: 2.21 lbs.
• Dimensions: 1.6" x 6.4" x 9.2"