Topics in Structural VAR Econometrics.

Topics in Structural VAR Econometrics Second, Revised and Enlarged Edition -- Copyright -- Foreword -- Contents -- Chapter 1 From VAR models to Structural VAR models -- Chapter 2 Identification analysis and F.I.M.L. estimation for the K-Model -- Chapter 3 Identification analysis and F.I.M.L. estimation for the C-Model -- Chapter 4 Identification analysis and F.I.M.L. estimation for the AB-Model -- Chapter 5. Impulse response analysis and forecast error variance decomposition in SVAR modelling -- Chapter 6. Long run a priori information. Deterministic components. Cointegration -- Chapter 7 Model selection in Structural VAR analysis -- Chapter 8 The problem of non fundamental representations -- Chapter 9 Two applications of Structural VAR analysis -- ANNEX 1 The notions of reduced form and structure in Structural VAR modelling -- ANNEX 2 Some considerations on the semantics, choice and management of the K, C and AB-models -- APPENDIX A -- APPENDIX B -- APPENDIX C -- REFERENCES.