Structural Vector Autoregressive Analysis

Author	: Lutz Kilian
Publisher	: Cambridge University Press
Total Pages	: 757
Release	: 2017-11-23
ISBN-10	: 9781107196575
ISBN-13	: 1107196574
Rating	: 4/5 (574 Downloads)

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Book Synopsis Structural Vector Autoregressive Analysis by : Lutz Kilian

Download or read book Structural Vector Autoregressive Analysis written by Lutz Kilian and published by Cambridge University Press. This book was released on 2017-11-23 with total page 757 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

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