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[ author_sort:"welfe, aleksander." ]
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New directions in macromodelling = e...
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Welfe, Aleksander.
New directions in macromodelling = essays inhonor of J. Michael Finger /
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
New directions in macromodelling/ edited by Stephen G. Hall.
其他題名:
essays inhonor of J. Michael Finger /
其他作者:
Welfe, Aleksander.
出版者:
Amsterdam ;Elsevier, : 2004.,
面頁冊數:
1 online resource (xii, 236 p.) :ill. :
標題:
Business & Economics - Economics -
電子資源:
http://www.emeraldinsight.com/0573-8555/269
ISBN:
9781849508308 (electronic bk.)
New directions in macromodelling = essays inhonor of J. Michael Finger /
New directions in macromodelling
essays inhonor of J. Michael Finger /[electronic resource] :edited by Stephen G. Hall. - Amsterdam ;Elsevier,2004. - 1 online resource (xii, 236 p.) :ill. - Contributions to economic analysis,v. 2690573-8555 ;. - Contributions to economic analysis ;v. 291..
Includes bibliographical references and indexes.
Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Recent advances in cointegration analysis /Helmut Lutkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of Bivariate GARCH processes. The role of the conditional mean specificatio / Mateusz Pipieri -- Modelling Polish economy : an application of SVEqCM / Piotr Keblowski -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- Optimal lag structure selection in VEC-models / Dietmar Maringer -- A small sample correction of the Dickey-Fuller Test /Soren Johansen -- Inflation, money growth, and 1(2) analysis / Katarina Juselius.
The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1)as well as I(2) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach.
ISBN: 9781849508308 (electronic bk.)
LCCN: 2006273116Subjects--Topical Terms:
332618
Business & Economics
--Economics
LC Class. No.: HB141 / .N49 2004
Dewey Class. No.: 330.15195
Universal Decimal Class. No.: 303.725.33
New directions in macromodelling = essays inhonor of J. Michael Finger /
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http://www.emeraldinsight.com/0573-8555/269
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