Lutz Kilian, Helmut Lütkepohl

Gebundenes Buch

Structural Vector Autoregressive Analysis

Beschreibung

This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

Autor

Lutz Kilian is Professor of Economics at the University of Michigan, Ann Arbor. Between 2001 and 2003 he served as an adviser to the European Central Bank in Frankfurt am Main, Germany. Professor Kilian has been a research visitor at the Federal Reserve Board, the Bank of Canada, the European Central Bank, and the International Monetary Fund. His work has appeared in Econometrica, the American Economic Review, and the Journal of Political Economy. He has served as associate editor of the Journal of Business and Economic Statistics, among other journals.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 756
• Erscheinungstermin: 6. Februar 2018
• Englisch
• Abmessung: 235mm x 157mm x 45mm
• Gewicht: 1226g
• ISBN-13: 9781107196575
• ISBN-10: 1107196574
• Artikelnr.: 49562034