Topics in Structural VAR Econometrics

Topics in Structural VAR Econometrics

by Gianni Amisano Carlo Giannini (Author), Klaus Vogel (Editor), H. Sch\xe4fer (Illustrator)

Synopsis

In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernanke (1986) and Sims (1986), especially in the U.S. applied macroeconometric literature.

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More Information

Format: Paperback
Pages: 200
Edition: Softcover Repri
Publisher: Springer Berlin Heidelberg
Published: 01 Jan 1997

ISBN 10: 3642644813
ISBN 13: 9783642644818