Katarina Juselius: 1 book
The Cointegrated VAR Model
Methodology and Applications
Language: English
Release Date: December 7, 2006
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights...
