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...
| Άλλοι συγγραφείς: | |
|---|---|
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Amsterdam ; Boston :
Elsevier,
2004.
|
| Σειρά: | Contributions to economic analysis ;
v. 269. |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.
