Econometrics of Short and Unreliable Time Series
The disappearance of central planned economies left politicians, researchers, consultants, and academics with an interest in economies in transition in vagueness about the actual state of the economy and its short and medium term prospects. This volume provides the reader with information on how to...
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg
Physica
1995, 1995
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| Edition: | 1st ed. 1995 |
| Series: | Studies in Empirical Economics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- I The Econometric Approach
- 1 Problems of Estimation and Forecasting of Financial and Monetary Indicators in the USSR
- 2 Macroeconomic Forecasting in the Transition Period — The Case of Hungary
- 3 Pooling Noisy Data Sets
- 4 An Econometric Model for Prices and Wages with Respect to the Economic Reform in Czechoslovakia
- 5 Using Extraneous Information to Estimate Time Series Models. A Review of Approaches Applied in Market Response Modeling
- II The Time Series Approach
- 6 Interpolation of Economic Time Series, with Application to German and Swedish Data
- 7 Trend Interpolation and the Persistence of Fluctuations in U.S. GNP
- 8 Short-Term Forecasts of the Basic Economic Indicators for the Polish Economy
- 9 Forecasting with Short and Seasonally Unadjusted Data: The Structural Modeling Approach
- III Case Studies
- 10 Mobile Sellers and Oligopoly: An Empirical Analysis of the Foreign Exchange Market in Poland, 1988–1989
- 11 Quantitative Modeling in the Presence of Structural Breaks: Assessing Energy Demand and Supply for the Soviet Union up to 1995
- List of Contributors