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Published: 07 December 2006

478 Pages | numerous tables, line drawings and mathematical examples


ISBN: 9780199285679

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The Cointegrated VAR Model

Methodology and Applications

Katarina Juselius

Advanced Texts in Econometrics

  • Initially uses a single data set to guide the reader through the econometric theory while also revealing the full implications for the underlying economic model
  • Suggests a new framework for building a bridge between observed macroeconomic reality and the economic models
  • Provides an analysis of I(2) models
  • Concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality

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