Macroeconometrics and Time Series Analysis

LAURENT E. CALVET HEC School of Management, France TIMOTHY COGLEY New York University, USA FRANCIS X. DIEBOLD University of Pennsylvania, USA JESÚS FERNÁNDEZ-VILLAVERDE University of Pennsylvania A RONALD GALLANT Duke University, USA CLIVE GRANGER University of California San Diego, USA JAMES D. HAMILTON University of California San Diego, USA LARS PETER HANSEN University of Chicago, USA ANDREW HARVEY University of Cambridge, UK DAVID F. HENDRY University of Oxford, UK YONGMIAO HONG Cornell University, USA SVEND HYLLEBERG Aarhus University, Denmark LUTZ KILIAN University of Michigan, USA ANDROS KOURTELLOS University of Cyprus, Cyprus G.M.KUERSTEINER University of California Davis, USA KURT F. LEWIS University of Iowa, USA OLIVER B. LINTON London School of Economics, UK HELMUT LÜTKEPOHL European University Institute, Italy BRUCE MIZRACH Rutgers University, USA CHARLES R. NELSON University of Washington, USA MARC NERLOVE University of Maryland, USA PIERRE PERRON Boston University, USA PETER C. B. PHILLIPS Yale University, USA WERNER PLOBERGER Washington University in St Louis, USA DALE J. POIRIER University of California Irvine, USA JAMES B. RAMSEY New York University, USA P.M.ROBINSON London School of Economics, UK JUAN F. RUBIO-RAMÍREZ Duke University, USA THOMAS J. SARGENT New York University, USA FRANK SCHORFHEIDE University of Pennsylvania, USA NEIL SHEPHARD University of Oxford, UK CHRISTOPHER A, SIMS Princeton University, USA MARK F.J. STEEL University of Warwick, UK THANASIS STENGOS University of Guelph, Canada THOMAS M. STOKER Massachusetts Institute of Technology, USA TIMO TERÄSVIRTA Aarhus University, Denmark TIMOTHY J. VOGELSANG Michigan State University, USA MARK W. WATSON Princeton University, USA KENNETH D. WEST University of Wisconsin Madison, USA CHARLES H. WHITEMAN University of Iowa, USA TAO ZHA Federal Reserve Bank of Atlanta, USA

Contents General Preface Introduction List of Contributors List of Entries Entries A-Z Index