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Essays on Implementation, Assessment and Application of Structural Vector Autoregressive Models
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Structural Vector Autoregressive Analysis
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Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews
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This monograph deals with the so-called Structural Vector Autoregressive (SVAR) approach, the most recent development of vector autoregressive econometric model
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Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.