The Resource New directions in macromodelling : essays in honor of J. Michael Finger, edited by Stephen G. Hall

New directions in macromodelling : essays in honor of J. Michael Finger, edited by Stephen G. Hall

Label
New directions in macromodelling : essays in honor of J. Michael Finger
Title
New directions in macromodelling
Title remainder
essays in honor of J. Michael Finger
Statement of responsibility
edited by Stephen G. Hall
Contributor
Subject
Language
eng
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
Member of
Cataloging source
UTBLW
Dewey number
330.15195
Illustrations
illustrations
Index
index present
LC call number
HB141
LC item number
.N49 2004
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Contributions to economic analysis,
Series volume
v. 269
Target audience
specialized
Label
New directions in macromodelling : essays in honor of J. Michael Finger, edited by Stephen G. Hall
Publication
Bibliography note
Includes bibliographical references and indexes
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Control code
ocn689057240
Dimensions
unknown
Extent
1 online resource (xii, 236 pages)
Form of item
online
Isbn
9781849508308
Lccn
2006273116
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/recordID
.b2729318x
Specific material designation
remote
System control number
  • (OCoLC)689057240
  • emerald1849508305

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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