Essays in honour of Fabio Canova /

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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Canova, Fabio (honouree.), Dolado, Juan José (Editor), Gambetti, Luca (Editor), Matthes, Christian, 1979- (Editor)
Format: Electronic eBook
Language:Inglés
Published: Bingley, UK : Emerald Publishing, 2022.
Series:Advances in econometrics ; volume 44B.
Subjects:
Econometrics.
Économétrie.
Econometrics
Online Access:Texto completo
Table of Contents:
  • 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.
  • 1. Tests for random coefficient variation in vector autoregressive models / Dante Amengual, Gabriele Fiorentini and Enrique Sentana
  • 2. Monetary policy across space and time / Laura Liu, Christian Matthes and Katerina Petrova
  • 3. Heterogeneous switching in FAVAR models / Pierre Guérin and Danilo Leiva-León
  • 4. Business cycles in the EU: a comprehensive comparison across methods
  • Dmitrij Celov and Mariarosaria Comunale
  • 5. Understanding international long-term interest rate comovement
  • Michael Chin, Ferre De Graeve, Thomai Filippeli, and Konstantinos Theodoridis.

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