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Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.Throughout his long and distinguished career, Canova’s research has achieved both a prolific publication record and provided stellar research to the profession. His colleagues, co-authors and PhD students wish to express their deep gratitude to Fabio for his intellectual leadership and guidance, whilst showcasing the extensive advances in knowledge and theory made available by Canova for professionals in the field. Advances in Econometrics publishes original scholarly econometrics papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature. Annual volume themes, selected by the Series Editors, are their interpretation of important new methods and techniques emerging in economics, statistics and the social sciences.
Juan J. Dolado is Professor of Economics at the Universidad Carlos III de Madrid, Spain.Luca Gambetti is Associate Professor at the Universitat Autonoma de Barcelona and Associate Research Professor at the Barcelona Graduate School of Economics, Spain.Christian Matthes is Professor of Economics at Indiana University – Bloomington, USA.
Chapter 1. Tests for Random Coefficient Variation in Vector Autoregressive Models; Dante Amengual, Gabriele Fiorentini, Gabriele, and Enrique Sentana Chapter 2. Monetary Policy across Space and Time; Laura Liu, Christian Matthes, and Katerina Petrova Chapter 3. Heterogeneous Switching in FAVAR Models; Pierre Guérin and Danilo Leiva-León Chapter 4. Business cycles in the EU: A Comprehensive Comparison across Methods; Dmitrij Celov and Mariarosaria Comunale. Chapter 5. Understanding International Interest Rates Co-movement; Michael Chin, Ferre De Graeve, Thomai Filippeli, and Konstantinos Theodoridis
Badi H. Baltagi, James P. LeSage, R. Kelley Pace, USA) Baltagi, Badi H. (Syracuse University, USA) LeSage, James P. (Texas State University - San Marcos, USA) Pace, R. Kelley (Louisiana State University, James P. Lesage