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
Main Author: Welfe, Aleksander
Format: eBook
Language:English
Published: Amsterdam Elsevier 2004
Series:Contributions to economic analysis
Subjects:
Online Access:
Collection: Emerald Business, Management and Economics eBook Collection Archive - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:xii, 236 p. ill
ISBN:9781849508308