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
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.

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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.
Bibliography: Includes bibliographical references and indexes.
ISBN: 0444516336
9781849508308 (electronic bk.) :
ISSN: 0573-8555 ;

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