New directions in macromodelling: essays in honor of J. Michael Finger
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 o...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier
2004
|
| Schriftenreihe: | Contributions to economic analysis
v. 269 |
| Schlagworte: | |
| Online-Zugang: | FWS01 FWS02 FHN01 UEI01 UER01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | Includes bibliographical references and indexes 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 |
| Beschreibung: | 1 Online-Ressource (xii, 236 p.) |
| ISBN: | 0444516336 9781849508308 |
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| illustrated | Not Illustrated |
| indexdate | 2024-08-01T13:50:04Z |
| institution | BVB |
| isbn | 0444516336 9781849508308 |
| language | English |
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| spellingShingle | New directions in macromodelling essays in honor of J. Michael Finger bisacsh bicssc Business & Economics / Econometrics Business & Economics / Economics / Theory Macroeconomics Econometric models |
| title | New directions in macromodelling essays in honor of J. Michael Finger |
| title_auth | New directions in macromodelling essays in honor of J. Michael Finger |
| title_exact_search | New directions in macromodelling essays in honor of J. Michael Finger |
| title_full | New directions in macromodelling essays in honor of J. Michael Finger edited by Stephen G. Hall |
| title_fullStr | New directions in macromodelling essays in honor of J. Michael Finger edited by Stephen G. Hall |
| title_full_unstemmed | New directions in macromodelling essays in honor of J. Michael Finger edited by Stephen G. Hall |
| title_short | New directions in macromodelling |
| title_sort | new directions in macromodelling essays in honor of j michael finger |
| title_sub | essays in honor of J. Michael Finger |
| topic | bisacsh bicssc Business & Economics / Econometrics Business & Economics / Economics / Theory Macroeconomics Econometric models |
| topic_facet | bisacsh Business & Economics / Econometrics Business & Economics / Economics / Theory Macroeconomics Econometric models |
| url | http://www.emeraldinsight.com/0573-8555/269 |
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