THEORY AND PRACTICE OF GVAR MODELLING
综述了全球向量自回归（GVAR）方法的最新进展，涵盖理论基础和实证应用，适合研究全球宏观经济互动或大数据网络的学者快速了解该领域。
Abstract The Global Vector Autoregressive (GVAR) approach has proven to be a very useful approach to analyse interactions in the global macroeconomy and other data networks where both the cross‐section and the time dimensions are large. This paper surveys the latest developments in the GVAR modelling, examining both the theoretical foundations of the approach and its numerous empirical applications. We provide a synthesis of existing literature and highlight areas for future research.