Topics in Structural VAR Econometrics
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Published By Springer Berlin Heidelberg

9783642644818, 9783642606236

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Identification analysis and F.I.M.L estimation for the AB-Model

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_4 ◽

1997 ◽

pp. 48-59 ◽

Cited By ~ 1

Author(s):

Gianni Amisano ◽

Carlo Giannini

Keyword(s):

Identification Analysis

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Two applications of Structural VAR analysis

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_9 ◽

1997 ◽

pp. 131-150

Author(s):

Gianni Amisano ◽

Carlo Giannini

Keyword(s):

Structural Var ◽

Var Analysis

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The problem of non-fundamental representations

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_8 ◽

1997 ◽

pp. 114-130

Author(s):

Gianni Amisano ◽

Carlo Giannini

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Identification analysis and F.I.M.L estimation for the K-Model

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_2 ◽

1997 ◽

pp. 29-39

Author(s):

Gianni Amisano ◽

Carlo Giannini

Keyword(s):

Identification Analysis

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Model selection in Structural VAR analysis

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_7 ◽

1997 ◽

pp. 107-113 ◽

Cited By ~ 2

Author(s):

Gianni Amisano ◽

Carlo Giannini

Keyword(s):

Model Selection ◽

Structural Var ◽

Var Analysis

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Long run a prior information. Deterministic components. Cointegration

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_6 ◽

1997 ◽

pp. 78-106

Author(s):

Gianni Amisano ◽

Carlo Giannini

Keyword(s):

Prior Information ◽

Long Run ◽

Deterministic Components

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Impulse response analysis and forecast error variance decomposition in SVAR modelling

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_5 ◽

1997 ◽

pp. 60-77

Author(s):

Gianni Amisano ◽

Carlo Giannini

Keyword(s):

Impulse Response ◽

Forecast Error ◽

Error Variance ◽

Variance Decomposition ◽

Response Analysis ◽

Impulse Response Analysis ◽

Forecast Error Variance ◽

Forecast Error Variance Decomposition

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Identification analysis and F.I.M.L estimation for the C-Model

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_3 ◽

1997 ◽

pp. 40-47

Author(s):

Gianni Amisano ◽

Carlo Giannini

Keyword(s):

Identification Analysis

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From VAR models to Structural VAR models

Topics in Structural VAR Econometrics ◽

10.1007/978-3-642-60623-6_1 ◽

1997 ◽

pp. 1-28 ◽

Cited By ~ 4

Author(s):

Gianni Amisano ◽

Carlo Giannini

Keyword(s):

Structural Var ◽

Var Models

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