Preliminary Chapters

Front Matter
Chapter 1: Introduction
Chapter 2: Vector Autoregressive Models
Chapter 3: Vector Error Correction Models
Chapter 4: Structural VAR Tools
Chapter 5: Bayesian VAR Analysis
Chapter 6: The Relationship between VAR Models and other Macroeconometric Models
Chapter 7: A Historical Perspective on Causal Inference in Macroeconometrics
Chapter 8: Identification by Short-Run Restrictions
Chapter 9: Estimation Subject to Short-Run Restrictions
Chapter 10: Identification by Long-Run Restrictions
Chapter 11: Estimation Subject to Long-Run Restrictions
Chapter 12: Inference in Models Identified by Short-Run or Long-Run Restrictions
Chapter 13: Identification by Sign Restrictions
Chapter 14: Identification by Heteroskedasticity or Non-Gaussianity
Chapter 15: Identification Based on Extraneous Data
Chapter 16: Structural VAR Analysis in a Data-Rich Environment
Chapter 17: Nonfundamental Shocks
Chapter 18: Nonlinear Structural VAR Models
Chapter 19: Practical Issues Related to Trends, Seasonality, and Structural Change
References, Notation, Abbreviations