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 eBook
LanguageEnglish
Published Amsterdam ; Boston : Elsevier, 2004.
SeriesContributions to economic analysis ; v. 269.
Subjects
Econometric models.
elektronické knihy
electronic books
Online AccessFull text
ISBN0444516336
9781849508308
ISSN0573-8555 ;
DOI10.1016/S0573-8555(2004)269
Physical Description1 online resource (xii, 236 p.) : ill.

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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.

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