剧情简介：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, ...(展开全部)
作者：Lutz Kilian
出版社：Cambridge University Press
ISBN：9781316647332
