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ESSAYS IN HONOUR OF FABIO CANOVA
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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 |
