UID:
almahu_9949380174402882
Format:
1 online resource (288 pages)
ISBN:
9781803828336
Series Statement:
Advances in econometrics ; v. 44, part B
Content:
Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades. Throughout his long and distinguished career, Canova's research has achieved both a prolific publication record and provided stellar research to the profession. His colleagues, co-authors and PhD students wish to express their deep gratitude to Fabio for his intellectual leadership and guidance, whilst showcasing the extensive advances in knowledge and theory made available by Canova for professionals in the field. Advances in Econometrics publishes original scholarly econometrics papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature. Annual volume themes, selected by the Series Editors, are their interpretation of important new methods and techniques emerging in economics, statistics and the social sciences.
Note:
Includes index.
,
Chapter 1. Tests for random coefficient variation in vector autoregressive models / Dante Amengual, Gabriele Fiorentini, Gabriele, and Enrique Sentana -- Chapter 2. Monetary policy across space and time / Laura Liu, Christian Matthes, and Katerina Petrova -- Chapter 3. Heterogeneous switching in favar models / Pierre Guérin and Danilo Leiva-León -- Chapter 4. Business cycles in the eu: A comprehensive comparison across methods / Dmitrij Celov and Mariarosaria Comunale. -- Chapter 5. Understanding international interest rates co-movement / Michael Chin, Ferre De Graeve, Thomai Filippeli, and Konstantinos Theodoridis.
Additional Edition:
Print version: ISBN 9781803828329
Additional Edition:
PDF version: ISBN 9781803828312
Language:
English
URL:
https://doi.org/10.1108/S0731-9053202244B
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