The cointegrated VAR model : methodology and applications

Katarina Juselius

Providing an introduction to VAR modelling and how it can be applied, this book focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. It gives insights into the links between statistical econometric modelling and economic theory.

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Year of publication:	2023
Authors:	Jusélius, Katarina
Publisher:	Oxford : Oxford University Press
Subject:	Kointegration \| Cointegration \| VAR-Modell \| VAR model

Extent:	1 online resource (xx, 457 pages) illustrations (black and white).
Series:	Advanced texts in econometrics Oxford scholarship online
Type of publication:	Book / Working Paper
Language:	English
Notes:	Formerly CIP;Uk. - Previously issued in print: 2006. - Includes bibliographical references (pages 425-437) and index. - Derived record based on print version record and publisher information
ISBN:	978-1-383-04308-2 ; 978-0-19-928566-2
Other identifiers:	10.1093/oso/9780199285662.001.0001 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015442652