Contributors: Mosconi, Rocco, Paruolo, Paolo
Subject Terms: forediction, invariance, super exogeneity, indicator saturation, co-breaking, Autometrics, GMM, VECM, reduced rank, cointegrated vector autoregression, heteroscedasticity, Markov-switching model, monetary policy analysis, cointegration, particle filtering, random coefficient autoregressive model, state space model, stochastic approximation, adjustment coefficients, cointegrating coefficients, CVAR, causal models, rank deficiency, weak identification, mortality forecasting, term structure of mortality, factor modelling, partial cointegrated vector autoregressive models, structural breaks, deterministic terms, weak exogeneity, cointegrating rank, response surface, singular stochastic vectors, cointegration for singular vectors, Granger representation theorem, large-dimensional dynamic factor models), error-correcting adjustment, estimation and hypothesis testing in cointegrated models, rent-sharing in wage formation, pattern wage bargaining, inflation targeting, small open economy wage policies, macroeconomic fluctuations and transmission mechanisms, graphical causal modeling, causal search, cointegrated vector autoregression (CVAR), irreducible cointegrating relations, vector autoregressions, vector error correction model, integrated processes of order two, canonical form, hypothesis testing, parameterization, state space representation, unit roots, imperfect knowledge, Knightian Uncertainty, structural change, currency risky, cointegrated VAR, methodology, linking theory to evidence, empirically-based macroeconomics, bass diffusion model, bibliometrics, VAR, I(d), vector spaces, fractional (co-)integration, statistical model, survival analysis, I(1), I(2), common trends, adjustment, breaks, model comparison, gender gap, bic Book Industry Communication:K Economics, finance, business & management
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