VAR models in macroeconomics - new developments and applications: essays in honor of Christopher A. Sims
Saved in:
| Other Authors: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Bingley [u.a.]
Emerald
2013
|
| Edition: | 1. ed. |
| Series: | Advances in econometrics
32 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XXI, 427 S. graph. Darst. |
| ISBN: | 9781781907528 |
Staff View
MARC
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Record in the Search Index
| _version_ | 1804151740284534784 |
|---|---|
| adam_text | CONTENTS
DEDICATION
vìi
LIST OF CONTRIBUTORS
xi
INTRODUCTION
xv
THE RELATIONSHIP BETWEEN DSGE AND
VAR
MODELS
Raffaella
G
і
acorn
ini
1
DO DSGE MODELS FORECAST MORE ACCURATELY
OUT-OF-SAMPLE THAN
VAR
MODELS?
Refet S. Giirkaynak, Bur fin Kisacikoglu, and Barbara Rossi
27
UNIT ROOTS, COINTEGRATION, AND PRETESTING IN
VAR
MODELS
Niko
lay
Gospodinov,
Ana María Herrera
and Elena
Pe
saven
to
81
EVALUATING THE ACCURACY OF FORECASTS FROM
VECTOR
AUTOREGRESSIONS
Todd E. Clark and Michael W.
M
cC
räcken
117
IDENTIFYING STRUCTURAL VECTOR
AUTOREGRESSIONS
VIA CHANGES IN VOLATILITY
Helmut Lutkepohl
169
PANEL VECTOR
AUTOREGRESSIVE
MODELS: A
SURVEY
Fabio Canova
and
M
alteo
Ciccar
el I i
205
vi
CONTENTS
MIXED-FREQUENCY VECTOR
AUTOREGRESSIVE
MODELS
Claudia For
oni,
Eric Ghysels and Massimiliano Mar
celiino
247
THRESHOLDS AND SMOOTH TRANSITIONS IN
VECTOR
AUTOREGRESSIVE
MODELS
Kirstin Hubrich and
Timo
Terăsvirta
273
NONPARAMETRIC VECTOR
AUTOREGRESSIONS:
SPECIFICATION, ESTIMATION, AND INFERENCE
Ivan Jeliazkov
327
TESTING FOR COMMON CYCLES IN NON-
STATIONARY
VARS
WITH VARIED FREQUENCY DATA
Thomas B.
Götz,
Alain
Hecą
and Jean-Pierre
Urbain
361
MULTIVARIATE DYNAMIC
PROBIT
MODELS: AN
APPLICATION TO FINANCIAL CRISES MUTATION
Bertrand
Candelon, Elena-
Ivona
Dumitrescu,
Christophe H
urlin
and
Franz C.
Palm 395
|
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| bvnumber | BV041556721 |
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| id | DE-604.BV041556721 |
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| indexdate | 2024-07-10T00:59:37Z |
| institution | BVB |
| isbn | 9781781907528 |
| language | English |
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| physical | XXI, 427 S. graph. Darst. |
| publishDate | 2013 |
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| publisher | Emerald |
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| series | Advances in econometrics |
| series2 | Advances in econometrics |
| spelling | VAR models in macroeconomics - new developments and applications essays in honor of Christopher A. Sims ed. by Thomas B. Fomby ... 1. ed. Bingley [u.a.] Emerald 2013 XXI, 427 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advances in econometrics 32 Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4016928-5 Festschrift gnd-content Ökonometrie (DE-588)4132280-0 s Vektor-autoregressives Modell (DE-588)4288533-4 s 1\p DE-604 Fomby, Thomas B. (DE-588)170050165 edt Sims, Christopher A. 1942- (DE-588)123351022 hnr Advances in econometrics 32 (DE-604)BV004012611 32 Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027002329&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | VAR models in macroeconomics - new developments and applications essays in honor of Christopher A. Sims Advances in econometrics Vektor-autoregressives Modell (DE-588)4288533-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4288533-4 (DE-588)4132280-0 (DE-588)4016928-5 |
| title | VAR models in macroeconomics - new developments and applications essays in honor of Christopher A. Sims |
| title_auth | VAR models in macroeconomics - new developments and applications essays in honor of Christopher A. Sims |
| title_exact_search | VAR models in macroeconomics - new developments and applications essays in honor of Christopher A. Sims |
| title_full | VAR models in macroeconomics - new developments and applications essays in honor of Christopher A. Sims ed. by Thomas B. Fomby ... |
| title_fullStr | VAR models in macroeconomics - new developments and applications essays in honor of Christopher A. Sims ed. by Thomas B. Fomby ... |
| title_full_unstemmed | VAR models in macroeconomics - new developments and applications essays in honor of Christopher A. Sims ed. by Thomas B. Fomby ... |
| title_short | VAR models in macroeconomics - new developments and applications |
| title_sort | var models in macroeconomics new developments and applications essays in honor of christopher a sims |
| title_sub | essays in honor of Christopher A. Sims |
| topic | Vektor-autoregressives Modell (DE-588)4288533-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Vektor-autoregressives Modell Ökonometrie Festschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027002329&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004012611 |
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