rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: New directions in macromodelling
    sub title: essays in honor of J. Michael Finger
  name:
    name part: Welfe, Aleksander.
  type of resource: text
  genre: bibliography
  genre: elektronické knihy
  genre: electronic books
  origin info:
    place:
      place term: ne
    place:
      place term: Amsterdam
    place:
      place term: Boston
    publisher: Elsevier
    date issued: 2004
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic resource
    form: remote
    extent: 1 online resource (xii, 236 p.) : ill.
  abstract: 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.
  table of contents: 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.
  target audience: specialized
  note: edited by Stephen G. Hall.
  note: Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty
  note: Includes bibliographical references and indexes.
  subject:
    topic: Econometric models
  subject:
    topic: Business & Economics
    topic: Econometrics
  subject:
    topic: Business & Economics
    topic: Economics
    topic: Theory
  subject:
    topic: Macroeconomics
  classification: 330.15195
  classification: 303.725.33
  related item:
    title info:
      title: Contributions to economic analysis ; v. 269
  identifier: 0444516336
  identifier: 9781849508308
  identifier: https://proxy.k.utb.cz/login
  access condition: Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty
  record info:
    record content source: UtOrBLW
    record creation date: 101115
    record change date: 20101115152719.0
    record identifier: em-bslw06443768