VAR models in macroeconomics: new developments and applications : essays in honor of Christopher A. Sims
Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic...
Gespeichert in:
| Weitere beteiligte Personen: | , , , |
|---|---|
| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Bingley, U.K.
Emerald
2013
|
| Schriftenreihe: | Advances in econometrics
v. 32 |
| Links: | https://doi.org/10.1108/S0731-9053(2013)32 |
| Zusammenfassung: | Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modeling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has continuously evolved. Even today important extensions and reinterpretations of the VAR framework are being developed. Examples include VAR models for mixed-frequency data, VAR models as approximations to DSGE models, factor-augmented VAR models, new tools for the identification of structural shocks in VAR models, panel VAR approaches, and time-varying parameter VAR models. This volume collects contributions from some of the leading VAR experts in the world on VAR methods and applications. Each paper highlights and synthesizes a new development in this literature in a way that is accessible to practitioners, to graduate students, and to readers in other fields. |
| Umfang: | 1 Online-Ressource (xxi, 427 Seiten) |
| ISBN: | 9781781907535 (electronic bk.) : |
| ISSN: | 0731-9053 |
Internformat
MARC
| LEADER | 00000nam a2200000Ia 4500 | ||
|---|---|---|---|
| 001 | ZDB-55-ELD-bslw09183206 | ||
| 003 | UtOrBLW | ||
| 005 | 20140116123515.0 | ||
| 006 | m o d | ||
| 007 | cr un||||||||| | ||
| 008 | 140116s2013 enk o 010 0 eng d | ||
| 020 | |a 9781781907535 (electronic bk.) : | ||
| 080 | |a 330 | ||
| 245 | 0 | 0 | |a VAR models in macroeconomics |b new developments and applications : essays in honor of Christopher A. Sims |c edited by Thomas B. Fomby, Lutz Kilian, Anthony Murphy |
| 264 | 1 | |a Bingley, U.K. |b Emerald |c 2013 | |
| 300 | |a 1 Online-Ressource (xxi, 427 Seiten) | ||
| 336 | |b txt | ||
| 337 | |b c | ||
| 338 | |b cr | ||
| 490 | 1 | |a Advances in econometrics |x 0731-9053 |v v. 32 | |
| 520 | |a Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modeling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has continuously evolved. Even today important extensions and reinterpretations of the VAR framework are being developed. Examples include VAR models for mixed-frequency data, VAR models as approximations to DSGE models, factor-augmented VAR models, new tools for the identification of structural shocks in VAR models, panel VAR approaches, and time-varying parameter VAR models. This volume collects contributions from some of the leading VAR experts in the world on VAR methods and applications. Each paper highlights and synthesizes a new development in this literature in a way that is accessible to practitioners, to graduate students, and to readers in other fields. | ||
| 700 | 1 | |a Fomby, Thomas B. | |
| 700 | 1 | |a Kilian, Lutz | |
| 700 | 1 | |a Murphy, Anthony |d 1957- | |
| 700 | 1 | |a Sims, Christopher A. | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9781781907528 |
| 966 | 4 | 0 | |l DE-91 |p ZDB-55-ELD |q TUM_PDA_ELD |u https://doi.org/10.1108/S0731-9053(2013)32 |3 Volltext |
| 912 | |a ZDB-55-ELD | ||
| 912 | |a ZDB-55-ELD | ||
| 049 | |a DE-91 | ||
Datensatz im Suchindex
| DE-BY-TUM_katkey | ZDB-55-ELD-bslw09183206 |
|---|---|
| _version_ | 1821494460907782145 |
| adam_text | |
| any_adam_object | |
| author2 | Fomby, Thomas B. Kilian, Lutz Murphy, Anthony 1957- Sims, Christopher A. |
| author2_role | |
| author2_variant | t b f tb tbf l k lk a m am c a s ca cas |
| author_facet | Fomby, Thomas B. Kilian, Lutz Murphy, Anthony 1957- Sims, Christopher A. |
| author_sort | Fomby, Thomas B. |
| building | Verbundindex |
| bvnumber | localTUM |
| collection | ZDB-55-ELD |
| format | eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02244nam a2200301Ia 4500</leader><controlfield tag="001">ZDB-55-ELD-bslw09183206</controlfield><controlfield tag="003">UtOrBLW</controlfield><controlfield tag="005">20140116123515.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr un|||||||||</controlfield><controlfield tag="008">140116s2013 enk o 010 0 eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781781907535 (electronic bk.) :</subfield></datafield><datafield tag="080" ind1=" " ind2=" "><subfield code="a">330</subfield></datafield><datafield tag="245" ind1="0" ind2="0"><subfield code="a">VAR models in macroeconomics</subfield><subfield code="b">new developments and applications : essays in honor of Christopher A. Sims</subfield><subfield code="c">edited by Thomas B. Fomby, Lutz Kilian, Anthony Murphy</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Bingley, U.K.</subfield><subfield code="b">Emerald</subfield><subfield code="c">2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xxi, 427 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Advances in econometrics</subfield><subfield code="x">0731-9053</subfield><subfield code="v">v. 32</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modeling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has continuously evolved. Even today important extensions and reinterpretations of the VAR framework are being developed. Examples include VAR models for mixed-frequency data, VAR models as approximations to DSGE models, factor-augmented VAR models, new tools for the identification of structural shocks in VAR models, panel VAR approaches, and time-varying parameter VAR models. This volume collects contributions from some of the leading VAR experts in the world on VAR methods and applications. Each paper highlights and synthesizes a new development in this literature in a way that is accessible to practitioners, to graduate students, and to readers in other fields.</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Fomby, Thomas B.</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kilian, Lutz</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Murphy, Anthony</subfield><subfield code="d">1957-</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sims, Christopher A.</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9781781907528</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-91</subfield><subfield code="p">ZDB-55-ELD</subfield><subfield code="q">TUM_PDA_ELD</subfield><subfield code="u">https://doi.org/10.1108/S0731-9053(2013)32</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-55-ELD</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-55-ELD</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield></record></collection> |
| id | ZDB-55-ELD-bslw09183206 |
| illustrated | Not Illustrated |
| indexdate | 2025-01-17T11:14:44Z |
| institution | BVB |
| isbn | 9781781907535 (electronic bk.) : |
| issn | 0731-9053 |
| language | English |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xxi, 427 Seiten) |
| psigel | ZDB-55-ELD TUM_PDA_ELD ZDB-55-ELD |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Emerald |
| record_format | marc |
| series2 | Advances in econometrics |
| spelling | VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims edited by Thomas B. Fomby, Lutz Kilian, Anthony Murphy Bingley, U.K. Emerald 2013 1 Online-Ressource (xxi, 427 Seiten) txt c cr Advances in econometrics 0731-9053 v. 32 Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modeling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has continuously evolved. Even today important extensions and reinterpretations of the VAR framework are being developed. Examples include VAR models for mixed-frequency data, VAR models as approximations to DSGE models, factor-augmented VAR models, new tools for the identification of structural shocks in VAR models, panel VAR approaches, and time-varying parameter VAR models. This volume collects contributions from some of the leading VAR experts in the world on VAR methods and applications. Each paper highlights and synthesizes a new development in this literature in a way that is accessible to practitioners, to graduate students, and to readers in other fields. Fomby, Thomas B. Kilian, Lutz Murphy, Anthony 1957- Sims, Christopher A. Erscheint auch als Druck-Ausgabe 9781781907528 |
| spellingShingle | VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims |
| title | VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims |
| title_auth | VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims |
| title_exact_search | VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims |
| title_full | VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims edited by Thomas B. Fomby, Lutz Kilian, Anthony Murphy |
| title_fullStr | VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims edited by Thomas B. Fomby, Lutz Kilian, Anthony Murphy |
| title_full_unstemmed | VAR models in macroeconomics new developments and applications : essays in honor of Christopher A. Sims edited by Thomas B. Fomby, Lutz Kilian, Anthony Murphy |
| title_short | VAR models in macroeconomics |
| title_sort | var models in macroeconomics new developments and applications essays in honor of christopher a sims |
| title_sub | new developments and applications : essays in honor of Christopher A. Sims |
| work_keys_str_mv | AT fombythomasb varmodelsinmacroeconomicsnewdevelopmentsandapplicationsessaysinhonorofchristopherasims AT kilianlutz varmodelsinmacroeconomicsnewdevelopmentsandapplicationsessaysinhonorofchristopherasims AT murphyanthony varmodelsinmacroeconomicsnewdevelopmentsandapplicationsessaysinhonorofchristopherasims AT simschristophera varmodelsinmacroeconomicsnewdevelopmentsandapplicationsessaysinhonorofchristopherasims |