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100%: Carlo Giannini: Topics in Structural VAR Econometrics (ISBN: 9783662027578) 1986, Springer Berlin Heidelberg, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
100%: Gianni Amisano: Topics in Structural VAR Econometrics (ISBN: 9783642644818) in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
100%: Giannini, Carlo: Topics in Structural Var Econometrics (Lecture Notes in Economics and Mathematical Systems) (ISBN: 9780387552620) in Englisch.Nur diese Ausgabe anzeigen…
100%: Giannini, Carlo: Topics in Structural VAR Econometrics (Lecture Notes in Economics and Mathematical Systems (381), Band 381) (ISBN: 9783540552628) 1992, Erstausgabe, in Englisch, Band: 381, Taschenbuch.Nur diese Ausgabe anzeigen…
100%: Giannini, Carlo,Amisano, Gianni: Topics in Structural VAR Econometrics (ISBN: 9783540619420) 1997, Springer Verlag, 2. Ausgabe, in Englisch, Broschiert.Nur diese Ausgabe anzeigen…
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Topics in Structural VAR Econometrics (1986)
~EN NW EB DLISBN: 9783662027578 bzw. 3662027577, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Lagernd.
1. Introduction 1 2. Identification Analysis and F.I.M.L. Estimation for the K-Mode1 10 3. Identification Analysis and F.I.ML. Estimation for the C-Model 23 4. Identification Analysis and F.I.M.L. Estimation for the AB-Model 32 5. Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling 44 5 .a Impulse Response Analysis 44 5.b Variance Decomposition (by Antonio Lanzarotti) 51 6. Long-run A-priori Information. Deterministic Components. Cointegration 58 6.a Long-run A-priori Information 58 6.b Deterministic Components 62 6.c Cointegration 65 7. The Working of an AB-Model 71 Annex 1: The Notions ofReduced Form and Structure in Structural VAR Modeling 83 Annex 2: Some Considerations on the Semantics, Choice and Management of the K, C and AB-Models 87 Appendix A 93 Appendix B 96 Appendix C (by Antonio Lanzarotti and Mario Seghelini) 99 Appendix D (by Antonio Lanzarotti and Mario Seghelini) 109 References 128 Foreword In recent years a growing interest in the structural VAR approach (SVAR) has followed the path-breaking works by Blanchard and Watson (1986), Bemanke (1986) and Sims (1986), especially in U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping directions: the interpretation ofbusiness cycle fluctuations of a small number of significantmacroeconomic variables and the identification of the effects of different policies. eBook.
1. Introduction 1 2. Identification Analysis and F.I.M.L. Estimation for the K-Mode1 10 3. Identification Analysis and F.I.ML. Estimation for the C-Model 23 4. Identification Analysis and F.I.M.L. Estimation for the AB-Model 32 5. Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling 44 5 .a Impulse Response Analysis 44 5.b Variance Decomposition (by Antonio Lanzarotti) 51 6. Long-run A-priori Information. Deterministic Components. Cointegration 58 6.a Long-run A-priori Information 58 6.b Deterministic Components 62 6.c Cointegration 65 7. The Working of an AB-Model 71 Annex 1: The Notions ofReduced Form and Structure in Structural VAR Modeling 83 Annex 2: Some Considerations on the Semantics, Choice and Management of the K, C and AB-Models 87 Appendix A 93 Appendix B 96 Appendix C (by Antonio Lanzarotti and Mario Seghelini) 99 Appendix D (by Antonio Lanzarotti and Mario Seghelini) 109 References 128 Foreword In recent years a growing interest in the structural VAR approach (SVAR) has followed the path-breaking works by Blanchard and Watson (1986), Bemanke (1986) and Sims (1986), especially in U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping directions: the interpretation ofbusiness cycle fluctuations of a small number of significantmacroeconomic variables and the identification of the effects of different policies. eBook.
2
Topics in Structural VAR Econometrics (1986)
~EN NW EB DLISBN: 9783662027578 bzw. 3662027577, vermutlich in Englisch, Springer Berlin Heidelberg, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Topics in Structural VAR Econometrics: 1. Introduction 1 2. Identification Analysis and F.I.M.L. Estimation for the K-Mode1 10 3. Identification Analysis and F.I.ML. Estimation for the C-Model 23 4. Identification Analysis and F.I.M.L. Estimation for the AB-Model 32 5. Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling 44 5 .a Impulse Response Analysis 44 5.b Variance Decomposition (by Antonio Lanzarotti) 51 6. Long-run A-priori Information. Deterministic Components. Cointegration 58 6.a Long-run A-priori Information 58 6.b Deterministic Components 62 6.c Cointegration 65 7. The Working of an AB-Model 71 Annex 1: The Notions ofReduced Form and Structure in Structural VAR Modeling 83 Annex 2: Some Considerations on the Semantics, Choice and Management of the K, C and AB-Models 87 Appendix A 93 Appendix B 96 Appendix C (by Antonio Lanzarotti and Mario Seghelini) 99 Appendix D (by Antonio Lanzarotti and Mario Seghelini) 109 References 128 Foreword In recent years a growing interest in the structural VAR approach (SVAR) has followed the path-breaking works by Blanchard and Watson (1986), Bemanke (1986) and Sims (1986), especially in U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping directions: the interpretation ofbusiness cycle fluctuations of a small number of significantmacroeconomic variables and the identification of the effects of different policies. Englisch, Ebook.
Topics in Structural VAR Econometrics: 1. Introduction 1 2. Identification Analysis and F.I.M.L. Estimation for the K-Mode1 10 3. Identification Analysis and F.I.ML. Estimation for the C-Model 23 4. Identification Analysis and F.I.M.L. Estimation for the AB-Model 32 5. Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling 44 5 .a Impulse Response Analysis 44 5.b Variance Decomposition (by Antonio Lanzarotti) 51 6. Long-run A-priori Information. Deterministic Components. Cointegration 58 6.a Long-run A-priori Information 58 6.b Deterministic Components 62 6.c Cointegration 65 7. The Working of an AB-Model 71 Annex 1: The Notions ofReduced Form and Structure in Structural VAR Modeling 83 Annex 2: Some Considerations on the Semantics, Choice and Management of the K, C and AB-Models 87 Appendix A 93 Appendix B 96 Appendix C (by Antonio Lanzarotti and Mario Seghelini) 99 Appendix D (by Antonio Lanzarotti and Mario Seghelini) 109 References 128 Foreword In recent years a growing interest in the structural VAR approach (SVAR) has followed the path-breaking works by Blanchard and Watson (1986), Bemanke (1986) and Sims (1986), especially in U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping directions: the interpretation ofbusiness cycle fluctuations of a small number of significantmacroeconomic variables and the identification of the effects of different policies. Englisch, Ebook.
3
Topics in Structural VAR Econometrics (1986)
~EN PB NW FEISBN: 9783642644818 bzw. 3642644813, vermutlich in Englisch, Springer, Berlin, Taschenbuch, neu, Erstausgabe.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernanke (1986) and Sims (1986), especially in the U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping, directions: the interpretation of business cycle fluctuations of a small number of significant macroeconomic variables and the identification of the effects of different policies. SV AR literature shows a common feature: the attempt to "organise", in a "structural" theoretical sense, instantaneous correlations among the relevant variables. In non-structural V AR modelling, instead, correlations are normally hidden in the variance covariance matrix of the V AR model innovations. of independent V AR analysis tries to isolate ("identify") a set shocks by means of a number of meaningful theoretical restrictions. The shocks can be regarded as the ultimate source of stochastic variation of the vector of variables which can all be seen as potentially endogenous. Looking at the development of SV AR literature we felt that it still lacked a formal general framework which could embrace the several types of models so far proposed for identification and estimation. This is the second edition of the book, which originally appeared as number 381 of the Springer series "Lecture notes in Economics of the first edition was Carlo and Mathematical Systems". The author Giannini. xiii, 181 S. 7 Tabellen. 235 mm Versandfertig in 6-10 Tagen, Softcover, Neuware, Offene Rechnung (Vorkasse vorbehalten).
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernanke (1986) and Sims (1986), especially in the U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping, directions: the interpretation of business cycle fluctuations of a small number of significant macroeconomic variables and the identification of the effects of different policies. SV AR literature shows a common feature: the attempt to "organise", in a "structural" theoretical sense, instantaneous correlations among the relevant variables. In non-structural V AR modelling, instead, correlations are normally hidden in the variance covariance matrix of the V AR model innovations. of independent V AR analysis tries to isolate ("identify") a set shocks by means of a number of meaningful theoretical restrictions. The shocks can be regarded as the ultimate source of stochastic variation of the vector of variables which can all be seen as potentially endogenous. Looking at the development of SV AR literature we felt that it still lacked a formal general framework which could embrace the several types of models so far proposed for identification and estimation. This is the second edition of the book, which originally appeared as number 381 of the Springer series "Lecture notes in Economics of the first edition was Carlo and Mathematical Systems". The author Giannini. xiii, 181 S. 7 Tabellen. 235 mm Versandfertig in 6-10 Tagen, Softcover, Neuware, Offene Rechnung (Vorkasse vorbehalten).
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Topics in Structural VAR Econometrics (1997)
~EN PB US RPISBN: 9783642644818 bzw. 3642644813, vermutlich in Englisch, 200 Seiten, 2. Ausgabe, Vogel, Klaus, Springer Berlin Heidelberg, Taschenbuch, gebraucht, Nachdruck.
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Illustrator: Sch\xe4fer, H. Springer Berlin Heidelberg, Taschenbuch, Ausgabe: 2nd ed. 1997. Softcover reprint of the original 2nd ed. 1997, Publiziert: 1997-01-01T00:00:01Z, Produktgruppe: Book, Hersteller-Nr: 7 black & white tables, biography, Verkaufsrang: 8484154.
Von Händler/Antiquariat, OnlyYou24.
Illustrator: Sch\xe4fer, H. Springer Berlin Heidelberg, Taschenbuch, Ausgabe: 2nd ed. 1997. Softcover reprint of the original 2nd ed. 1997, Publiziert: 1997-01-01T00:00:01Z, Produktgruppe: Book, Hersteller-Nr: 7 black & white tables, biography, Verkaufsrang: 8484154.
5
Topics in Structural VAR Econometrics (1997)
~EN PB NW RPISBN: 9783642644818 bzw. 3642644813, vermutlich in Englisch, 200 Seiten, 2. Ausgabe, Vogel, Klaus, Springer Berlin Heidelberg, Taschenbuch, neu, Nachdruck.
Neu ab: 100,69 € (5 Angebote)
Gebraucht ab: 258,00 € (1 Angebote)
Zu den weiteren 6 Angeboten bei Amazon.de
Lieferung aus: Deutschland, Gewöhnlich versandfertig in 3 bis 4 Tagen. Versandkostenfrei. Tatsächliche Versandkosten können abweichen.
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Illustrator: Sch\xe4fer, H. Springer Berlin Heidelberg, Taschenbuch, Ausgabe: 2nd ed. 1997. Softcover reprint of the original 2nd ed. 1997, Publiziert: 1997-01-01T00:00:01Z, Produktgruppe: Book, Hersteller-Nr: 7 black & white tables, biography, Verkaufsrang: 8484154.
Von Händler/Antiquariat, preigu.
Illustrator: Sch\xe4fer, H. Springer Berlin Heidelberg, Taschenbuch, Ausgabe: 2nd ed. 1997. Softcover reprint of the original 2nd ed. 1997, Publiziert: 1997-01-01T00:00:01Z, Produktgruppe: Book, Hersteller-Nr: 7 black & white tables, biography, Verkaufsrang: 8484154.
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Topics in Structural Var Econometrics (2011)
~EN PB NW RPISBN: 9783642644818 bzw. 3642644813, vermutlich in Englisch, 2. Ausgabe, Springer, Taschenbuch, neu, Nachdruck.
Lieferung aus: Vereinigte Staaten von Amerika, zzgl. Versandkosten, Versandgebiet: STOCKNEW.
Von Händler/Antiquariat, Alibris, NV, Sparks, [RE:5].
Trade paperback, 2nd 1997. Softcover Reprint of the ed.
Von Händler/Antiquariat, Alibris, NV, Sparks, [RE:5].
Trade paperback, 2nd 1997. Softcover Reprint of the ed.
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Topics in Structural Var Econometrics (2011)
~EN PB NW RPISBN: 9783642644818 bzw. 3642644813, vermutlich in Englisch, 2. Ausgabe, Springer, Taschenbuch, neu, Nachdruck.
Lieferung aus: Vereinigte Staaten von Amerika, zzgl. Versandkosten, Versandgebiet: DOM.
Von Händler/Antiquariat, Awesomebooks_Newbooks, DE, Wilmington, [RE:4].
PF, 2nd 1997. Softcover Reprint of the Original 2nd 1997 ed.
Von Händler/Antiquariat, Awesomebooks_Newbooks, DE, Wilmington, [RE:4].
PF, 2nd 1997. Softcover Reprint of the Original 2nd 1997 ed.
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Topics in Structural Var Econometrics (2011)
~EN PB NW RPISBN: 9783642644818 bzw. 3642644813, vermutlich in Englisch, 2. Ausgabe, Springer, Taschenbuch, neu, Nachdruck.
Lieferung aus: Vereinigtes Königreich Grossbritannien und Nordirland, zzgl. Versandkosten, Versandgebiet: EUR.
Von Händler/Antiquariat, AwesomeBooksUK, OXON, PO BOX 318, [RE:4].
PF, 2nd 1997. Softcover Reprint of the Original 2nd 1997 ed.
Von Händler/Antiquariat, AwesomeBooksUK, OXON, PO BOX 318, [RE:4].
PF, 2nd 1997. Softcover Reprint of the Original 2nd 1997 ed.
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Topics in Structural Var Econometrics (2011)
~EN PB NW RPISBN: 9783642644818 bzw. 3642644813, vermutlich in Englisch, 2. Ausgabe, Springer, Taschenbuch, neu, Nachdruck.
Lieferung aus: Vereinigte Staaten von Amerika, zzgl. Versandkosten, Versandgebiet: DOM.
Von Händler/Antiquariat, ExtremelyReliable, TX, Richmond, [RE:3].
Paperback, 2nd 1997. Softcover Reprint of the Original 2nd 1997 ed.
Von Händler/Antiquariat, ExtremelyReliable, TX, Richmond, [RE:3].
Paperback, 2nd 1997. Softcover Reprint of the Original 2nd 1997 ed.
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