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New Directions in Macromodelling

Name: New Directions in Macromodelling
Brand: Emerald Publishing Limited
SKU: 04611279
Price: 150.1 EUR
Availability: InStock
Author: A. Welfe
ISBN: 9780444516336

A. Welfe

Aleksander Welfe

Jazyk

Angličtina

Kniha Pevná

Libristo kód: 04611279

Nakladateľstvo Emerald Publishing Limited, december 2004

The monograph concentrates on recent developments in modelling economic processes on macro level. Na... Celý popis

Libristo kód: 04611279

364 b

150.10 €

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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.