Cointegrated VAR Model

Discover the intricacies of econometric modeling with the Cointegrated VAR Model by Katarina Juselius, published by Oxford University Press in 2006. This authoritative text spans 480 pages and serves as a comprehensive introduction to Vector Autoregression (VAR) modeling.

Delve into the essential properties of the cointegrated VAR model and understand its significant implications for macroeconomic inference, particularly when dealing with non-stationary data. The book expertly bridges the gap between statistical econometric modeling and economic theory, providing readers with valuable insights that are applicable in both academic and practical settings.

Whether you're a student, researcher, or practitioner in the field of econometrics, Cointegrated VAR Model is an indispensable resource that enhances your understanding of modern econometric techniques.