The cointegrated VAR model : methodology and applications /

This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. Its guiding principle is that good econometric work should take econometrics, institutions, and economics seriously.

• Main Author: Juselius, Katarina
• Format: Book
• Language: English
• Published: Oxford : Oxford University Press, 2006
• Series: Advanced texts in econometrics
• Subjects: ECONOMETRIA; MODELOS ECONOMICOS; COINTEGRACION; MODELO DE REGRESION; MODELO AUTORREGRESIVO; INFLACION; POLITICA MONETARIA; ESTUDIOS DE CASOS; APLICACIONES; CASOS PRACTICOS
• Physical Description: xx, 457 p.
• ISBN: 0199285675; 9780199285679