New directions in macromodelling /
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) va...
| Други автори: | Welfe, Aleksander. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Amsterdam ; Boston :
Elsevier,
2004.
|
| Издание: | 1st ed. |
| Серия: |
Contributions to economic analysis ;
v. 269. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=166625 |
| Подобни документи: |
Print version::
New directions in macromodelling. |
Съдържание:
- Modelling volatility and its implication for European economic integration / Stephen G. Hall
- Causality and exogeneity in non-stationary economic time series / David F. Hendry
- A small sample correction of the Dickey-Fuller test / S©ıren Johansen
- Inflation, money growth, and I(2) analysis / Katarina Juselius
- 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 specification / Jacek Osiewalski, Mateusz Pipien
- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr Ke·b¿owski
- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer.