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
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
Publisher
: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
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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 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 |
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Volume 43B | Essays in Honor of M. Hashem Pesaran – Edited by Alexander Chudik, Cheng Hsiao and Allan Timmermann |
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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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 |
- Prelims
- Chapter 1: Tests for Random Coefficient Variation in Vector Autoregressive Models
- Chapter 2: Monetary Policy Across Space and Time
- Chapter 3: Heterogeneous Switching in FAVAR Models
- Chapter 4: Business Cycles in the EU: A Comprehensive Comparison Across Methods
- Chapter 5: Understanding International Long-term Interest Rate Comovement
- Index