Macroeconometrics and Time Series Analysis

LAURENT E. CALVET HEC School of Management, FranceTIMOTHY COGLEY New York University, USAFRANCIS X. DIEBOLD University of Pennsylvania, USAJESÚS FERNÁNDEZ-VILLAVERDE University of PennsylvaniaA RONALD GALLANT Duke University, USACLIVE GRANGER University of California San Diego, USAJAMES D. HAMILTON University of California San Diego, USALARS PETER HANSEN University of Chicago, USAANDREW HARVEY University of Cambridge, UKDAVID F. HENDRY University of Oxford, UKYONGMIAO HONG Cornell University, USASVEND HYLLEBERG Aarhus University, DenmarkLUTZ KILIAN University of Michigan, USAANDROS KOURTELLOS University of Cyprus, CyprusG.M.KUERSTEINER University of California Davis, USAKURT F. LEWIS University of Iowa, USAOLIVER B. LINTON London School of Economics, UKHELMUT LÜTKEPOHL European University Institute, ItalyBRUCE MIZRACH Rutgers University, USACHARLES R. NELSON University of Washington, USAMARC NERLOVE University of Maryland, USAPIERRE PERRON Boston University, USAPETER C. B. PHILLIPS Yale University, USAWERNER PLOBERGER Washington University in St Louis, USADALE J. POIRIER University of California Irvine, USAJAMES B. RAMSEY New York University, USAP.M.ROBINSON London School of Economics, UKJUAN F. RUBIO-RAMÍREZ Duke University, USATHOMAS J. SARGENT New York University, USAFRANK SCHORFHEIDE University of Pennsylvania, USANEIL SHEPHARD University of Oxford, UKCHRISTOPHER A, SIMS Princeton University, USAMARK F. J. STEEL University of Warwick, UKTHANASIS STENGOS University of Guelph, CanadaTHOMAS M. STOKER Massachusetts Institute of Technology, USATIMO TERÄSVIRTA Aarhus University, DenmarkTIMOTHY J. VOGELSANG Michigan State University, USAMARK W. WATSON Princeton University, USAKENNETH D. WEST University of Wisconsin Madison, USACHARLES H. WHITEMAN University of Iowa, USATAO ZHA Federal Reserve Bank of Atlanta, USA