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New directions in macromodellingessa...

Welfe, Aleksander.

New directions in macromodellingessays inhonor of J. Michael Finger /

Record Type:	Electronic resources : Monograph/item
Title/Author:	New directions in macromodellingedited by Stephen G. Hall.
Reminder of title:	essays inhonor of J. Michael Finger /
other author:	Welfe, Aleksander.
Published:	Amsterdam ;Elsevier,2004.
Description:	1 online resource (xii, 236 p.) :ill.
Subject:	Econometric models.
Online resource:	http://www.emeraldinsight.com/0573-8555/269
ISBN:	9781849508308 (electronic bk.)

New directions in macromodellingessays inhonor of J. Michael Finger /
New directions in macromodellingessays inhonor of J. Michael Finger /[electronic resource] :edited by Stephen G. Hall. - Amsterdam ;Elsevier,2004. - 1 online resource (xii, 236 p.) :ill. - Contributions to economic analysis,v. 2690573-8555 ;. - Contributions to economic analysis ;v. 210..

Includes bibliographical references and indexes.

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.

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.

ISBN: 9781849508308 (electronic bk.)

LCCN: 2006273116Subjects--Topical Terms:

183244
Econometric models.

LC Class. No.: HB141 / .N49 2004

Dewey Class. No.: 330.15195

Universal Decimal Class. No.: 303.725.33

New directions in macromodellingessays inhonor of J. Michael Finger /
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505 0 $a 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.
520 $a 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.
588 $a Description based on print version record.
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650 7 $a Business & Economics $x Economics $x Theory. $2 bisacsh $3 532717
650 7 $a Macroeconomics. $3 183168
700 1 $a Welfe, Aleksander. $3 238752
830 0 $a Contributions to economic analysis ; $v v. 210. $3 532690
856 4 0 $u http://www.emeraldinsight.com/0573-8555/269