TY  - BOOK
AU  - Welfe,Aleksander
TI  - New directions in macromodelling: essays in honor of J. Michael Finger 
T2  - Contributions to economic analysis,
AV  - HB141 .N49 2004
U1  - 330.15195 22
PY  - 2004///
CY  - Amsterdam, Boston
PB  - Elsevier
KW  - Econometric models
KW  - Business & Economics
KW  - Econometrics
KW  - bisacsh
KW  - Economics
KW  - Theory
KW  - Macroeconomics
KW  - bicssc
N1  - 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
N2  - 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
UR  - https://www.emerald.com/insight/publication/doi/10.1016/S0573-8555(2004)269
ER  -