Textbook
'Structural Vector Autoregressive Analysis' by Lutz Kilian and Helmut Lütkepohl, Cambridge University Press, 2017.
'Structural Vector Autoregressive Analysis' by Lutz Kilian and Helmut Lütkepohl, Cambridge University Press, 2017.
The book is available in book stores or from Amazon. This webpage makes available the preliminary chapters as well as selected code for the applications in the book. The copyright rests with the authors. The commercial use of these files is prohibited. Click to download.
The book is available in book stores or from Amazon. This webpage makes available the preliminary chapters as well as selected code for the applications in the book. The copyright rests with the authors. The commercial use of these files is prohibited. Click to download.