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VAR models in macroeconomics (Record no. 1033)

000 -LEADER
fixed length control field	03920nam a2200409Ia 4500
001 - CONTROL NUMBER
control field	bslw09183206
003 - CONTROL NUMBER IDENTIFIER
control field	UtOrBLW
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20161010130651.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field	m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field	cr un\|\|\|\|\|\|\|\|\|
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	140116s2013 enk o 010 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9781781907535 (electronic bk.) :
Terms of availability	£82.95 ; 121.95 ; $154.95
040 ## - CATALOGING SOURCE
Original cataloging agency	UtOrBLW
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number	HB172.5
Item number	.V37 2013
072 #7 - SUBJECT CATEGORY CODE
Subject category code	KCH
Source	bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code	KC
Source	bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code	BUS021000
Source	bisacsh
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER
Universal Decimal Classification number	330
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	339
Edition number	23
245 00 - TITLE STATEMENT
Title	VAR models in macroeconomics
Medium	[electronic resource] :
Remainder of title	new developments and applications : essays in honor of Christopher A. Sims /
Statement of responsibility, etc	edited by Thomas B. Fomby, Lutz Kilian, Anthony Murphy.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc	Bingley, U.K. :
Name of publisher, distributor, etc	Emerald,
Date of publication, distribution, etc	2013.
300 ## - PHYSICAL DESCRIPTION
Extent	1 online resource (xxi, 427 p.)
490 1# - SERIES STATEMENT
Series statement	Advances in econometrics,
International Standard Serial Number	0731-9053 ;
Volume number/sequential designation	v. 32
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note	The relationship between DSGE and VAR models / Raffaella Giacomini -- Do DSGE models forecast more accurately out-of-sample than VAR models? / Refet S. Gürkaynak, Burçin Kisacikoglu, Barbara Rossi -- Unit roots, cointegration, and pretesting in Var models / Nikolay Gospodinov, Ana María Herrera, Elena Pesavento -- Evaluating the accuracy of forecasts from vector autoregressions / Todd E. Clark, Michael W. McCracken -- Identifying structural vector autoregressions via changes in volatility / Helmut Lütkepohl -- Panel vector autoregressive models : a survey / Fabio Canova, Matteo Ciccarelli -- Mixed-frequency vector autoregressive models / Claudia Foroni, Eric Ghysels, Massimiliano Marcellino -- Thresholds and smooth transitions in vector autoregressive models / Kirstin Hubrich, Timo Teräsvirta -- Nonparametric vector autoregressions : specification, estimation, and inference / Ivan Jeliazkov -- Testing for common cycles in non-stationary VARs with varied frequency data / Thomas B. Götz, Alain Hecq, Jean-Pierre Urbain -- Multivariate dynamic probit models : an application to financial crises mutation / Bertrand Candelon ... [et al.] -- Multivariate dynamic probit models : an application to financial crises mutation / Bertrand Candelon ... [et al.].
520 ## - SUMMARY, ETC.
Summary, etc	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.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Business & Economics
General subdivision	Econometrics.
Source of heading or term	bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Econometrics.
Source of heading or term	bicssc
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Economics.
Source of heading or term	bicssc
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Macroeconomics
General subdivision	Mathematical models.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Sims, Christopher A.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Fomby, Thomas B.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Kilian, Lutz.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Murphy, Anthony,
Dates associated with a name	1957-
776 1# - ADDITIONAL PHYSICAL FORM ENTRY
International Standard Book Number	9781781907528
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title	Advances in econometrics ;
Volume number/sequential designation	v. 32.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier	http://www.emeraldinsight.com/0731-9053/32

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KAMPALA UNIVERSITY

VAR models in macroeconomics (Record no. 1033)