Recent econometric techniques for macroeconomic and financial data:
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer International Publishing
[2021]
Cham Springer |
| Schriftenreihe: | Dynamic modeling and econometrics in economics and finance
Volume 27 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xiv, 387 Seiten Illustrationen, Diagramme |
| ISBN: | 9783030542511 |
| ISSN: | 1566-0419 |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents Macroeconometrics Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series............................................. Gilles Dufrćnot. Takashi Mutsuki. and Kimiko Sugimoto On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?.................................................................................................................. Antonia López-Villavicencio and Valerie Mignon 3 35 A State-Space Model to Estimate Potential Growth in the Industrialized Countries.......................................................................... Thomas Brand. Gilles Dufrćnot. and Antoine Mayerowitz 61 Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods........................................ Jun Nagayasu 79 An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area .............................................................. Mariam Camarero. Juan Sapena. and Cecilio Tamarri 113 Revisiting Wealth Effects in France: A Double-Nonlinearity Approach.................................................................................................................. Olivier Damette and Fredj Jawadi Productivity Spillovers in the Global Market.................................................. Nazmus Sadat Khan and Jun Nagayasu 147 171 Financial Econometrics Commodity Prices in Empirical Research....................................................... Jean-François
Carpantier 199 xi
xii Contents Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs.............................................................................. Marcel Aloy, Floris Laly, Sébastien Laurent, and Christelle Lecourt 229 Revisiting the Glick-Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries............................................. Yushi Yoshida and Weiyang Zhai 265 Cycles and Long-Range Behaviour in the European Stock Markets Guglielmo Maria Caporale, Luis A. Gil-Alana, and Carlos Poza . . 293 A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets....................................................................... Stéphane Goutte and Benjamin Keddad 303 Typology of Nonlinear Time Series Models.................................................. Aditi Chaubal 315 Pareto Models for Risk Management............................................................. Arthur Charpentier and Emmanuel Flachaire 355
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| adam_txt |
Contents Macroeconometrics Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series. Gilles Dufrćnot. Takashi Mutsuki. and Kimiko Sugimoto On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?. Antonia López-Villavicencio and Valerie Mignon 3 35 A State-Space Model to Estimate Potential Growth in the Industrialized Countries. Thomas Brand. Gilles Dufrćnot. and Antoine Mayerowitz 61 Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods. Jun Nagayasu 79 An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area . Mariam Camarero. Juan Sapena. and Cecilio Tamarri 113 Revisiting Wealth Effects in France: A Double-Nonlinearity Approach. Olivier Damette and Fredj Jawadi Productivity Spillovers in the Global Market. Nazmus Sadat Khan and Jun Nagayasu 147 171 Financial Econometrics Commodity Prices in Empirical Research. Jean-François
Carpantier 199 xi
xii Contents Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs. Marcel Aloy, Floris Laly, Sébastien Laurent, and Christelle Lecourt 229 Revisiting the Glick-Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries. Yushi Yoshida and Weiyang Zhai 265 Cycles and Long-Range Behaviour in the European Stock Markets Guglielmo Maria Caporale, Luis A. Gil-Alana, and Carlos Poza . . 293 A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets. Stéphane Goutte and Benjamin Keddad 303 Typology of Nonlinear Time Series Models. Aditi Chaubal 315 Pareto Models for Risk Management. Arthur Charpentier and Emmanuel Flachaire 355 |
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV047112957 |
| illustrated | Illustrated |
| index_date | 2024-07-03T16:26:47Z |
| indexdate | 2024-07-10T09:02:57Z |
| institution | BVB |
| isbn | 9783030542511 |
| issn | 1566-0419 |
| language | English |
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| physical | xiv, 387 Seiten Illustrationen, Diagramme |
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| series | Dynamic modeling and econometrics in economics and finance |
| series2 | Dynamic modeling and econometrics in economics and finance |
| spelling | Recent econometric techniques for macroeconomic and financial data Gilles Dufrénot, Takashi Matsuki (editors) Cham Springer International Publishing [2021] Cham Springer xiv, 387 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Dynamic modeling and econometrics in economics and finance Volume 27 1566-0419 Econometrics Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Capital Markets Statistics for Business, Management, Economics, Finance, Insurance Economics, Mathematical Macroeconomics Capital market Statistics Makroökonomie (DE-588)4037174-8 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Ökonometrie (DE-588)4132280-0 s Makroökonomie (DE-588)4037174-8 s Kapitalmarkt (DE-588)4029578-3 s DE-604 Dufrénot, Gilles 1967- (DE-588)171323661 edt Matsuki, Takashi (DE-588)1227715730 edt Erscheint auch als Online-Ausgabe 978-3-030-54252-8 Dynamic modeling and econometrics in economics and finance Volume 27 (DE-604)BV012605915 27 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032519393&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Recent econometric techniques for macroeconomic and financial data Dynamic modeling and econometrics in economics and finance Econometrics Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Capital Markets Statistics for Business, Management, Economics, Finance, Insurance Economics, Mathematical Macroeconomics Capital market Statistics Makroökonomie (DE-588)4037174-8 gnd Ökonometrie (DE-588)4132280-0 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4037174-8 (DE-588)4132280-0 (DE-588)4029578-3 (DE-588)4143413-4 |
| title | Recent econometric techniques for macroeconomic and financial data |
| title_auth | Recent econometric techniques for macroeconomic and financial data |
| title_exact_search | Recent econometric techniques for macroeconomic and financial data |
| title_exact_search_txtP | Recent econometric techniques for macroeconomic and financial data |
| title_full | Recent econometric techniques for macroeconomic and financial data Gilles Dufrénot, Takashi Matsuki (editors) |
| title_fullStr | Recent econometric techniques for macroeconomic and financial data Gilles Dufrénot, Takashi Matsuki (editors) |
| title_full_unstemmed | Recent econometric techniques for macroeconomic and financial data Gilles Dufrénot, Takashi Matsuki (editors) |
| title_short | Recent econometric techniques for macroeconomic and financial data |
| title_sort | recent econometric techniques for macroeconomic and financial data |
| topic | Econometrics Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Capital Markets Statistics for Business, Management, Economics, Finance, Insurance Economics, Mathematical Macroeconomics Capital market Statistics Makroökonomie (DE-588)4037174-8 gnd Ökonometrie (DE-588)4132280-0 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | Econometrics Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Capital Markets Statistics for Business, Management, Economics, Finance, Insurance Economics, Mathematical Macroeconomics Capital market Statistics Makroökonomie Ökonometrie Kapitalmarkt Aufsatzsammlung |
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