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Name: Topics in Structural VAR Econometrics. 2nd rev. & enlarged ed.
Author: Amisano, G. / C. Giannini
ISBN: 978-3-540-61942-0

Topics in Structural VAR Econometrics. 2nd rev. & enlarged ed.

・ISBN 978-3-540-61942-0 hard

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著者・編者	Amisano, G. / C. Giannini,
出版社	(Springer, GW)
出版年月	1997
ページ数	181 pp.
言語	ENG
ニュース番号	＜430-121＞

解説

This text provides an approach to the identification and the estimation of structural VAR models. The role of deterministic variables and the connection with the concept of cointegration is discussed at length. A critical evaluation of the problem of non-fundamental representations and of their relevance on the intretation of the results of structural VAR analysis is given. Applied examples are also provided throughout.