{"product_id":"the-cointegrated-var-model-katarina-juselius-9780199285679","title":"The Cointegrated VAR Model: Methodology and Applications","description":"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 into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the common stochastic trends and the impulse response functions. \u003cp\u003e\u003c\/p\u003e\u003cstrong\u003eAbout the Series\u003c\/strong\u003e\u003cbr\u003eAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Katarina Juselius\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0199285675\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780199285679\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e OUP Oxford\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/08\/2007\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 478\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.29lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.72h x 6.52w x 0.98d","brand":"Katarina Juselius","offers":[{"title":"Paperback","offer_id":46401229816063,"sku":"9780199285679","price":91.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_93ad4f7f-7a06-42ae-b697-1aab447685ee.jpg?v=1733887118","url":"https:\/\/www.whiterainbookhouse.com\/products\/the-cointegrated-var-model-katarina-juselius-9780199285679","provider":"WR Book House","version":"1.0","type":"link"}