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...

Full description

Saved in:
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.

Cover

Table of contents

LEADER 02520cam a2200361Ka 4500
001 em-bslw06443768
003 UtOrBLW
005 20101115152719.0
006 m o d
007 cr un|||||||||
008 101115s2004 ne a fob 001 0 eng d
020 |z 0444516336 
020 |a 9781849508308 (electronic bk.) :  |c £70.95 ; <U+0080>99.95 ; $117.95 
040 |a UtOrBLW  |c UtOrBLW 
080 |a 303.725.33 
245 0 0 |a New directions in macromodelling  |h [electronic resource] :  |b essays in honor of J. Michael Finger /  |c edited by Stephen G. Hall. 
260 |a Amsterdam ;  |a Boston :  |b Elsevier,  |c 2004. 
300 |a 1 online resource (xii, 236 p.) :  |b ill. 
490 1 |a Contributions to economic analysis,  |x 0573-8555 ;  |v v. 269 
504 |a Includes bibliographical references and indexes. 
505 0 |a 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. 
520 |a 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. 
588 |a Description based on print version record. 
650 0 |a Econometric models. 
650 7 |a Business & Economics  |x Econometrics.  |2 bisacsh 
650 7 |a Business & Economics  |x Economics  |x Theory.  |2 bisacsh 
650 7 |a Macroeconomics.  |2 bicssc 
655 7 |a elektronické knihy  |7 fd186907  |2 czenas 
655 9 |a electronic books  |2 eczenas 
700 1 |a Welfe, Aleksander. 
776 1 |z 9780444516336 
830 0 |a Contributions to economic analysis ;  |v v. 269. 
856 4 0 |u https://proxy.k.utb.cz/login?url=https://doi.org/10.1016/S0573-8555(2004)269  |y Full text 

Similar Items