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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| Format: | eBook |
| Language: | English |
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Amsterdam
Elsevier
2004
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| Series: | Contributions to economic analysis
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| Subjects: | |
| Online Access: | |
| Collection: | Emerald Business, Management and Economics eBook Collection Archive - Collection details see MPG.ReNa |
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
- Includes bibliographical references and indexes