MARC details
| 000 -LEADER |
| fixed length control field |
02684cam a2200445Ka 4500 |
| 001 - CONTROL NUMBER |
| control field |
bslw06443768 |
| 003 - CONTROL NUMBER IDENTIFIER |
| control field |
UtOrBLW |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
| control field |
20210303085400.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
| fixed length control field |
cr un||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
| fixed length control field |
101115s2004 ne a fob 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
| LC control number |
2006273116 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| Canceled/invalid ISBN |
0444516336 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
9781849508308 (electronic bk.) : |
| Terms of availability |
£70.95 ; <U+0080>99.95 ; $117.95 |
| 040 ## - CATALOGING SOURCE |
| Original cataloging agency |
UtOrBLW |
| Transcribing agency |
UtOrBLW |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
| Classification number |
HB141 |
| Item number |
.N49 2004 |
| 072 #7 - SUBJECT CATEGORY CODE |
| Subject category code |
KCB |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
| Subject category code |
ECO |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
| Subject category code |
BUS021000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
| Subject category code |
BUS069030 |
| Source |
bisacsh |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER |
| Universal Decimal Classification number |
303.725.33 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
| Classification number |
330.15195 |
| Edition number |
22 |
| 245 00 - TITLE STATEMENT |
| Title |
New directions in macromodelling |
| Medium |
[electronic resource] : |
| Remainder of title |
essays in honor of J. Michael Finger / |
| Statement of responsibility, etc. |
edited by Stephen G. Hall. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
| Place of publication, distribution, etc. |
Amsterdam ; |
| -- |
Boston : |
| Name of publisher, distributor, etc. |
Elsevier, |
| Date of publication, distribution, etc. |
2004. |
| 300 ## - PHYSICAL DESCRIPTION |
| Extent |
1 online resource (xii, 236 p.) : |
| Other physical details |
ill. |
| 490 1# - SERIES STATEMENT |
| Series statement |
Contributions to economic analysis, |
| International Standard Serial Number |
0573-8555 ; |
| Volume/sequential designation |
v. 269 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
| Bibliography, etc. note |
Includes bibliographical references and indexes. |
| 505 0# - FORMATTED CONTENTS NOTE |
| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
| Summary, etc. |
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. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
| Source of description note |
Description based on print version record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name entry element |
Econometric models. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Econometrics. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Economics |
| -- |
Theory. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name entry element |
Macroeconomics. |
| Source of heading or term |
bicssc |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
| Personal name |
Welfe, Aleksander. |
| 776 1# - ADDITIONAL PHYSICAL FORM ENTRY |
| International Standard Book Number |
9780444516336 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
| Uniform title |
Contributions to economic analysis ; |
| Volume/sequential designation |
v. 269. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
| Uniform Resource Identifier |
<a href="https://www.emerald.com/insight/publication/doi/10.1016/S0573-8555(2004)269">https://www.emerald.com/insight/publication/doi/10.1016/S0573-8555(2004)269</a> |
| 913 ## - |
| -- |
BMEbacklist |