New directions in macromodelling essays in honor of J. Michael Finger /

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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Bibliographic Details
Other Authors: Welfe, Aleksander
Format: Electronic eBook
Language:English
Published: Amsterdam ; Boston : Elsevier, 2004.
Series:Contributions to economic analysis ; v. 269.
Subjects:
Econometric models.
Business & Economics > Econometrics.
Business & Economics > Economics > Theory.
Macroeconomics.
Online Access:Full Text via HEAL-Link
Description
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 resource (xii, 236 p.) : ill.
Bibliography:Includes bibliographical references and indexes.
ISBN:9781849508308 (electronic bk.) :
ISSN:0573-8555 ;

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