New directions in macromodelling: essays in honor of J. Michael Finger
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...
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| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Amsterdam ; Boston
Elsevier
2004
|
| Series: | Contributions to economic analysis
v. 269 |
| Subjects: | |
| Online Access: | DE-634 DE-1043 DE-M347 DE-523 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 DE-1046 Volltext |
| Summary: | 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 |
| Physical Description: | 1 Online-Ressource (xii, 236 Seiten) ill |
| ISBN: | 9781849508308 |
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| contents | 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 |
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| spelling | New directions in macromodelling essays in honor of J. Michael Finger edited by Stephen G. Hall Amsterdam ; Boston Elsevier 2004 1 Online-Ressource (xii, 236 Seiten) ill c rdamedia cr rdacarrier Contributions to economic analysis v. 269 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 Business & Economics Econometrics Business & Economics Economics Macroeconomics Econometric models Welfe, Aleksander Sonstige oth https://www.emerald.com/insight/publication/doi/10.1016/S0573-8555(2004)269 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | 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 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 Business & Economics Econometrics Business & Economics Economics 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_exact_search_txtP | 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 | Business & Economics Econometrics Business & Economics Economics Macroeconomics Econometric models |
| topic_facet | Business & Economics Macroeconomics Econometric models |
| url | https://www.emerald.com/insight/publication/doi/10.1016/S0573-8555(2004)269 |
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