Vector Autoregressions II: Extensions

  • John D. Levendis
Part of the Springer Texts in Business and Economics book series (STBE)


In the previous chapter, we covered the basics of reduced form VARs on stationary data. In this chapter, we continue learning about VARs, but we extend the discussion to structural VARs (SVARs) and VARS with integrated variables.


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© Springer Nature Switzerland AG 2018

Authors and Affiliations

  • John D. Levendis
    • 1
  1. 1.Department of EconomicsLoyola University New OrleansNew OrleansUSA

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