Professor M. Hashem Pesaran has a new book called, The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis, published OUP Oxford.
The GVAR is a global Vector autoregression model of the global economy. The model was initially developed in the early 2000 by Professor Pesaran and co-authors, for the main purpose of analysing credit risk in a globalised economy.
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