Understanding Vector Autoregressions

Nektarios Michail ()
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Nektarios Michail: Bank of Cyprus, Economic Research

in Springer Books from Springer

Date: 2026
ISBN: 978-3-032-19604-0
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Chapters in this book:

Ch Chapter 1 The VAR Setup

Nektarios Michail

Ch Chapter 10 Time-Varying Vector Autoregressions

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Ch Chapter 11 Three Illustrative Examples

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Ch Chapter 2 Model Diagnostics

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Ch Chapter 3 Impulse Response Functions (IRFs)

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Ch Chapter 4 VAR Outputs

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Ch Chapter 5 Local Projections

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Ch Chapter 6 Cointegration and Error Correction Models

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Ch Chapter 7 Cointegration in Practice

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Ch Chapter 8 Bayesian VARs

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Ch Chapter 9 Alternative Identification Schemes

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DOI: 10.1007/978-3-032-19604-0

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