Overview

Full Product Details

Author:   Thomas B. Fomby ,  Anthony Murphy ,  Lutz Kilian
Publisher:   Emerald Publishing Limited
Imprint:   Emerald Group Publishing Limited
Volume:   32
Dimensions:   Width: 15.20cm , Height: 4.10cm , Length: 22.90cm
Weight:   0.798kg
ISBN:  

9781781907528

ISBN 10:   1781907528
Pages:   456
Publication Date:   18 December 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

The Relationship Between DSGE and VAR Models. Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?. Unit Roots, Cointegration, and Pretesting in Var Models. Evaluating the Accuracy of Forecasts from Vector Autoregressions. Identifying Structural Vector Autoregressions Via Changes in Volatility. Panel Vector Autoregressive Models: A Survey. Mixed-Frequency Vector Autoregressive Models. Thresholds and Smooth Transitions in Vector Autoregressive Models. Nonparametric Vector Autoregressions: Specification, Estimation, and Inference. Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation. Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims. Advances in Econometrics. Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims. Copyright page. Dedication. List of Contributors. Introduction.

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Author Information

Fomby, Prof. T - Southern Methodist University, Dallas, TX, USA Murphy A - Federal Reserve Bank of Dallas, USA Lutz, Prof L - University of Michigan, Ann Arbor, MI, USA

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