Chapter 1: Tests for Random Coefficient Variation in Vector Autoregressive Models 
Dante Amengual, Gabriele Fiorentini and Enrique Sentana1
Chapter 2: Monetary Policy across Space and Time 
Laura Liu, Christian Matthes and Katerina Petrova37
Chapter 3: Heterogeneous Switching in FAVAR Models 
Pierre Guérin and Danilo Leiva-León65
Chapter 4: Business Cycles in the EU: A Comprehensive Comparison across Methods 
Dmitrij Celov and Mariarosaria Comunale99
Chapter 5: Understanding International Long-term Interest Rate Comovement 
Michael Chin, Ferre De Graeve, Thomai Filippeli, and Konstantinos Theodoridis147
Index191
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