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New Directions in Macromodelling

Name: New Directions in Macromodelling
Brand: Emerald Publishing Limited
SKU: 04611279
Price: 156.73 EUR
Availability: InStock
Author: A. Welfe
ISBN: 9780444516336

A. Welfe

Aleksander Welfe

Língua

Inglês

Livro Livro de capa dura

Código Libristo: 04611279

Editoras Emerald Publishing Limited, dezembro 2004

The monograph concentrates on recent developments in modelling economic processes on macro level. Na... Descrição completa

Código Libristo: 04611279

380 b

156.73 €

Armazenamento externo Envio em 10-18 dias

Até 30 dias para devoluções

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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.