32)
List of Contributors
ISBN: 978-1-78190-752-8
ISSN: 0731-9053
Publication date: 13 December 2013
Citation
, (2013), "List of Contributors", VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims (Advances in Econometrics, Vol. 32), Emerald Group Publishing Limited, Leeds, pp. xi-xiii. https://doi.org/10.1108/S0731-9053(2013)0000031017
Publisher
:Emerald Group Publishing Limited
Copyright © 2013 Emerald Group Publishing Limited
| Bertrand Candelon | Department of Economics, Maastricht University, Maastricht, Netherlands |
| Fabio Canova | European University Institute and CEPR, Firenze, Italy |
| Matteo Ciccarelli | European Central Bank, Frankfurt, Germany |
| Todd E. Clark | Economic Research Department, Federal Reserve Bank of Cleveland, Cleveland, OH, USA |
| Elena-Ivona Dumitrescu | Department of Economics, European University Institute, Firenze, Italy |
| Thomas B. Fomby | Department of Economics, Southern Methodist University, Dallas, TX, USA |
| Claudia Foroni | Norges Bank, Research Department, Oslo, Norway |
| Eric Ghysels | Department of Economics, University of North Carolina, Chapel Hill, NC, USA, Department of Finance, Kenan-Flagler School of Business and CEPR |
| Raffaella Giacomini | Department of Economics, University College London, London, UK |
| Nikolay Gospodinov | Research Department, Federal Reserve Bank of Atlanta, Atlanta, GA, USA |
| Thomas B. Götz | Department of Quantitative Economics, Maastricht University, Maastricht, Netherlands |
| Refet S. Gürkaynak | Department of Economics, Bilkent University, Ankara, Turkey |
| Alain Hecq | Department of Quantitative Economics, Maastricht University, Maastricht, Netherlands |
| Ana María Herrera | Department of Economics, University of Kentucky, Lexington, KY, USA |
| Kirstin Hubrich | Research Department, European Central Bank, Frankfurt, Germany |
| Christophe Hurlin | Department of Economics, University of Orleans, Orleans, France |
| Ivan Jeliazkov | Department of Economics, University of California, Irvine, CA, USA |
| Lutz Kilian | Department of Economics, University of Michigan, Ann Arbor, MI, USA |
| Burçin Kısacıkoğlu | Department of Economics, Johns Hopkins University, Baltimore, MD, USA |
| Helmut Lütkepohl | Free University Berlin and DIW Berlin, Berlin, Germany |
| Massimiliano Marcellino | Department of Economics, Bocconi University, Milan, Italy, IGIER and CEPR |
| Michael W. McCracken | Federal Reserve Bank of St. Louis, Research Division, St. Louis, MO, USA |
| Anthony Murphy | Research Department, Federal Reserve Bank of Dallas, Dallas, TX, USA |
| Franz C. Palm | Department of Quantitative Economics, Maastricht University, Maastricht, Netherlands |
| Elena Pesavento | Department of Economics, Emory University, Atlanta, GA, USA |
| Barbara Rossi | ICREA-Univ. Pompeu Fabra, Barcelona GSE and CREI, Universitat Pompeu Fabra, Barcelona, Spain |
| Timo Teräsvirta | Aarhus University, Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark |
| Jean-Pierre Urbain | Department of Quantitative Economics, Maastricht University, Maastricht, Netherlands |
- Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims
- Advances in Econometrics
- Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims
- Copyright Page
- Dedication
- List of Contributors
- Introduction
- The Relationship Between DSGE and VAR Models
- Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models? ☆ The views expressed in this article are those of the authors.
- Unit Roots, Cointegration, and Pretesting in Var Models ☆ The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System.
- Evaluating the Accuracy of Forecasts from Vector Autoregressions ☆ The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal Reserve System, or any of its staff.
- Identifying Structural Vector Autoregressions Via Changes in Volatility ☆ This article was written while the author was a Bundesbank Professor at the Freie Universität Berlin. An earlier version of the paper was published as DIW Discussion Paper 1259 – http://www.diw.de/sixcms/detail.php?id=diw_0.1.c.412678.de
- Panel Vector Autoregressive Models: A Survey ☆ The views expressed in this article are those of the authors and do not necessarily reflect those of the ECB or the Eurosystem.
- Mixed-Frequency Vector Autoregressive Models ☆ This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The usual disclaimers apply.
- Thresholds and Smooth Transitions in Vector Autoregressive Models ☆ The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank.
- Nonparametric Vector Autoregressions: Specification, Estimation, and Inference
- Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data
- Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation