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Prelims

Essays in Honour of Fabio Canova

ISBN: 978-1-80382-832-9, eISBN: 978-1-80382-831-2

ISSN: 0731-9053

Publication date: 21 September 2022

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Citation

(2022), "Prelims", Dolado, J.J., Gambetti, L. and Matthes, C. (Ed.) Essays in Honour of Fabio Canova (Advances in Econometrics, Vol. 44B), Emerald Publishing Limited, Leeds, pp. i-vii. https://doi.org/10.1108/S0731-90532022000044B007

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Emerald Publishing Limited

Copyright © 2022 Juan J. Dolado, Luca Gambetti and Christian Matthes

Half Title Page

ESSAYS IN HONOUR OF FABIO CANOVA

Series Page

ADVANCES IN ECONOMETRICS

Series Editors: Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano, Eric Hillebrand, Daniel L. Millimet, Rodney Strachan

Recent Volumes:

Volume 25 Nonparametric Econometric Methods – Edited by Qi Li and Jeffrey S. Racine
Volume 26 Maximum Simulated Likelihood Methods and Applications – Edited by R. Carter Hill and William Greene
Volume 27A Missing Data Methods: Cross-sectional Methods and Applications – Edited by David M. Drukker
Volume 27B Missing Data Methods: Time-series Methods and Applications – Edited by David M. Drukker
Volume 28 DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments – Edited by Nathan Balke, Fabio Canova, Fabio Milani and Mark Wynne
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Volume 30 30th Anniversary Edition – Edited by Dek Terrell and Daniel Millmet
Volume 31 Structural Econometric Models – Edited by Eugene Choo and Matthew Shum
Volume 32 VAR Models in Macroeconomics — New Developments and Applications: Essays in Honor of Christopher A. Sims – Edited by Thomas B. Fomby, Lutz Kilian and Anthony Murphy
Volume 33 Essays in Honor of Peter C. B. Phillips – Edited by Thomas B. Fomby, Yoosoon Chang and Joon Y. Park
Volume 34 Bayesian Model Comparison – Edited by Ivan Jeliazkov and Dale J. Poirier
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Volume 37 Spatial Econometrics – Edited by Badi H. Baltagi, James P. LeSage and R. Kelley Pace
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Volume 40A Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modelling Part A – Edited by Ivan Jeliazkov and Justin L. Tobias
Volume 40B Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modelling Part B – Edited by Ivan Jeliazkov and Justin L. Tobias
Volume 41 Essays in Honor of Cheng Hsiao – Edited by Tong Li, M. Hashem Pesaran and Dek Terrell
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Volume 44A Essays in Honour of Fabio Canova – Edited by Juan J. Dolado, Luca Gambetti and Christian Matthes

Title Page

ADVANCES IN ECONOMETRICS - VOLUME 44B

ESSAYS IN HONOUR OF FABIO CANOVA

EDITED BY

JUAN J. DOLADO

Universidad Carlos III de Madrid, Spain

LUCA GAMBETTI

Universitat Autónoma de Barcelona, Spain

Universitá di Torino, Italy

And

CHRISTIAN MATTHES

Indiana University, USA

United Kingdom – North America – Japan – India – Malaysia – China

Copyright Page

Emerald Publishing Limited

Howard House, Wagon Lane, Bingley BD16 1WA, UK

First edition 2022

Editorial matter and selection © 2022 Juan J. Dolado, Luca Gambetti and Christian Matthes.

Individual chapters © 2022 The authors.

Published under exclusive licence by Emerald Publishing Limited.

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No part of this book may be reproduced, stored in a retrieval system, transmitted in any form or by any means electronic, mechanical, photocopying, recording or otherwise without either the prior written permission of the publisher or a licence permitting restricted copying issued in the UK by The Copyright Licensing Agency and in the USA by The Copyright Clearance Center. Any opinions expressed in the chapters are those of the authors. Whilst Emerald makes every effort to ensure the quality and accuracy of its content, Emerald makes no representation implied or otherwise, as to the chapters’ suitability and application and disclaims any warranties, express or implied, to their use.

British Library Cataloguing in Publication Data

A catalogue record for this book is available from the British Library

ISBN: 978-1-80382-832-9 (Print)

ISBN: 978-1-80382-831-2 (Online)

ISBN: 978-1-80382-833-6 (Epub)

ISSN: 0731-9053 (Series)

Contents

Chapter 1: Tests for Random Coefficient Variation in Vector Autoregressive Models
Dante Amengual, Gabriele Fiorentini and Enrique Sentana 1
Chapter 2: Monetary Policy across Space and Time
Laura Liu, Christian Matthes and Katerina Petrova 37
Chapter 3: Heterogeneous Switching in FAVAR Models
Pierre Guérin and Danilo Leiva-León 65
Chapter 4: Business Cycles in the EU: A Comprehensive Comparison across Methods
Dmitrij Celov and Mariarosaria Comunale 99
Chapter 5: Understanding International Long-term Interest Rate Comovement
Michael Chin, Ferre De Graeve, Thomai Filippeli, and Konstantinos Theodoridis 147
Index 191
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