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UtOrBLW |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20210303085114.0 |
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140116s2013 enk o 010 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781781907535 (electronic bk.) : |
| Terms of availability |
£82.95 ; <U+0080>121.95 ; $154.95 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
UtOrBLW |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HB172.5 |
| Item number |
.V37 2013 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
KCH |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
KC |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS021000 |
| Source |
bisacsh |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER |
|---|
| Universal Decimal Classification number |
330 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
339 |
| Edition number |
23 |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
VAR models in macroeconomics |
| Medium |
[electronic resource] : |
| Remainder of title |
new developments and applications : essays in honor of Christopher A. Sims / |
| Statement of responsibility, etc. |
edited by Thomas B. Fomby, Lutz Kilian, Anthony Murphy. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Bingley, U.K. : |
| Name of publisher, distributor, etc. |
Emerald, |
| Date of publication, distribution, etc. |
2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (xxi, 427 p.) |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Advances in econometrics, |
| International Standard Serial Number |
0731-9053 ; |
| Volume/sequential designation |
v. 32 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
The relationship between DSGE and VAR models / Raffaella Giacomini -- Do DSGE models forecast more accurately out-of-sample than VAR models? / Refet S. Gürkaynak, Burçin Kisacikoglu, Barbara Rossi -- Unit roots, cointegration, and pretesting in Var models / Nikolay Gospodinov, Ana María Herrera, Elena Pesavento -- Evaluating the accuracy of forecasts from vector autoregressions / Todd E. Clark, Michael W. McCracken -- Identifying structural vector autoregressions via changes in volatility / Helmut Lütkepohl -- Panel vector autoregressive models : a survey / Fabio Canova, Matteo Ciccarelli -- Mixed-frequency vector autoregressive models / Claudia Foroni, Eric Ghysels, Massimiliano Marcellino -- Thresholds and smooth transitions in vector autoregressive models / Kirstin Hubrich, Timo Teräsvirta -- Nonparametric vector autoregressions : specification, estimation, and inference / Ivan Jeliazkov -- Testing for common cycles in non-stationary VARs with varied frequency data / Thomas B. Götz, Alain Hecq, Jean-Pierre Urbain -- Multivariate dynamic probit models : an application to financial crises mutation / Bertrand Candelon ... [et al.] -- Multivariate dynamic probit models : an application to financial crises mutation / Bertrand Candelon ... [et al.]. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modeling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has continuously evolved. Even today important extensions and reinterpretations of the VAR framework are being developed. Examples include VAR models for mixed-frequency data, VAR models as approximations to DSGE models, factor-augmented VAR models, new tools for the identification of structural shocks in VAR models, panel VAR approaches, and time-varying parameter VAR models. This volume collects contributions from some of the leading VAR experts in the world on VAR methods and applications. Each paper highlights and synthesizes a new development in this literature in a way that is accessible to practitioners, to graduate students, and to readers in other fields. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Print version record |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Econometrics. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| Source of heading or term |
bicssc |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics. |
| Source of heading or term |
bicssc |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Macroeconomics |
| General subdivision |
Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sims, Christopher A. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Fomby, Thomas B. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kilian, Lutz. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Murphy, Anthony, |
| Dates associated with a name |
1957- |
| 776 1# - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| International Standard Book Number |
9781781907528 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Advances in econometrics ; |
| Volume/sequential designation |
v. 32. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2013)32">https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2013)32</a> |
