Screen LibraryVAR models in macroeconomics : new developments and applications ; essays in honour of Christopher A. Sims /
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| Group Author: | ; ; ; |
|---|---|
| Published: |
Emerald,
|
| Publisher Address: | Bingley : |
| Publication Dates: | 2013. |
| Literature type: | Book |
| Language: | English |
| Edition: | First edition. |
| Series: |
Advances in econometrics,
volume 32 |
| Subjects: | |
| Carrier Form: | xxi, 427 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references. |
| ISBN: |
9781781907528 (hardback) : 1781907528 (hardback) |
| Index Number: | HB139 |
| CLC: | F22 |
| Call Number: | F22/V413 |
| 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 |