VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims /

Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Άλλοι συγγραφείς: Sims, Christopher A., Fomby, Thomas B., Kilian, Lutz, Murphy, Anthony, 1957-
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Bingley, U.K. : Emerald, 2013.
Σειρά:Advances in econometrics ; v. 32.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link