The Cointegrated VAR Model
methodology and applications
$91.17
- Paperback
478 pages
- Release Date
7 December 2006
Summary
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure aswell as of the common stocha…
Book Details
| ISBN-13: | 9780199285679 |
|---|---|
| ISBN-10: | 0199285675 |
| Series: | Advanced Texts in Econometrics |
| Author: | Katarina Juselius |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Paperback |
| Number of Pages: | 478 |
| Edition: | 2nd |
| Release Date: | 7 December 2006 |
| Weight: | 806g |
| Dimensions: | 245mm x 170mm x 25mm |
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About The Author
Katarina Juselius
Katarina Juselius obtained her Ph.D from the Swedish School of Economics, Helsinki in 1983. In 1985 she became Associate Professor at the University of Copenhagen and in 1996 she was appointed the Chair of Macroeconometrics. She has published extensively on the methodology of Cointegrated VAR Models with applications to Monetary Transmission Mechanisms, Policy Control Rules, Price Linkages, Wage-, Price, and Unemployment Dynamics. She has been the leader ofnumerous research projects, and has been on the editorial boards of the International Journal of Forecasting, the Journal of Business and Economic Statistics, and is presently serving the Journal of EconomicMethodology. In 1995-98 she was a member of the Danish Social Sciences Research Council and is presently a member of the EUROCORES committee at the European Science Foundation.
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