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

• Other Authors: Welfe, Aleksander.
• Format: Electronic
• 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.; elektronické knihy; electronic books
• ISBN: 0444516336; 9781849508308 (electronic bk.) :
• Physical Description: 1 online resource (xii, 236 p.) : ill.

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...