{"product_id":"structural-vector-autoregressive-analysis-lutz-kilian-9781316647332","title":"Structural Vector Autoregressive Analysis","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Lutz Kilian, Helmut L?kepohl\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1316647331\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781316647332\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/23\/2017\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 754\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.21lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.20h x 6.43w x 1.59d","brand":"Lutz Kilian","offers":[{"title":"Paperback","offer_id":43947998544127,"sku":"9781316647332","price":76.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_ade8a985-146b-4ffa-bdf7-e67abb1947f9.jpg?v=1681522024","url":"https:\/\/www.whiterainbookhouse.com\/products\/structural-vector-autoregressive-analysis-lutz-kilian-9781316647332","provider":"WR Book House","version":"1.0","type":"link"}