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_a9781849508308 (electronic bk.) : _c£70.95 ; <U+0080>99.95 ; $117.95 |
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_aHB141 _b.N49 2004 |
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_aBUS069030 _2bisacsh |
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_a330.15195 _222 |
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_aNew directions in macromodelling _h[electronic resource] : _bessays in honor of J. Michael Finger / _cedited by Stephen G. Hall. |
| 260 |
_aAmsterdam ; _aBoston : _bElsevier, _c2004. |
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| 300 |
_a1 online resource (xii, 236 p.) : _bill. |
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| 490 | 1 |
_aContributions to economic analysis, _x0573-8555 ; _vv. 269 |
|
| 504 | _aIncludes bibliographical references and indexes. | ||
| 505 | 0 | _aModelling 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 | _aThe 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 | _aDescription based on print version record. | ||
| 650 | 0 | _aEconometric models. | |
| 650 | 7 |
_aBusiness & Economics _xEconometrics. _2bisacsh |
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| 650 | 7 |
_aBusiness & Economics _xEconomics _xTheory. _2bisacsh |
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| 650 | 7 |
_aMacroeconomics. _2bicssc |
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| 700 | 1 | _aWelfe, Aleksander. | |
| 776 | 1 | _z9780444516336 | |
| 830 | 0 |
_aContributions to economic analysis ; _vv. 269. |
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| 856 | 4 | 0 | _uhttps://www.emerald.com/insight/publication/doi/10.1016/S0573-8555(2004)269 |
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