Free download and read ebooks online Structural Vector Autoregressive Analysis by Lutz Kilian, Helmut Lütkepohl full book PDF ePUB Audiobook. Download a free ebooks and kindle audiobook Structural Vector Autoregressive Analysis with ISBN id 9781316647332 full page with book summary. Lutz Kilian book PDF ePUB of Structural Vector Autoregressive Analysis published by Cambridge University Press in 2017-11-23. Structural Vector Autoregressive Analysis released with category Business & Economics with total 754 pages.
📖 Structural Vector Autoregressive Analysis by Lutz Kilian free book pdf
Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of estimating, and evaluating structural VAR models. The book traces the evolution of the structural VAR methodology and contrasts it with other common methodologies, including dynamic stochastic general equilibrium (DSGE) models. It is intended as a bridge between the often quite technical econometric literature on structural VAR modeling and the needs of empirical researchers. The focus is not on providing the most rigorous theoretical arguments, but on enhancing the reader's understanding of the methods in question and their assumptions. Empirical examples are provided for illustration.
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