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...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Welfe, Aleksander.
Weitere Verfasser:
Welfe, Aleksander
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Amsterdam ; Boston : Elsevier, 2004.
Zusammenfassung:
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.
Umfang:
1 online resource (249 p.)
Anmerkungen:
Includes bibliographical references indexes.
Anmerkungen:
English
Bibliografie:
Includes bibliographical references and indexes.
ISBN:
1-280-63387-5
9786610633876
1-84950-830-5
0-08-045922-6
ISSN:
0573-8555 ;
Schlagworte:
Econometric models.
Business & Economics > Econometrics.
Business & Economics > Economics > Theory.
Macroeconomics.
Bezugswerke:
Links: