New Directions in Macromodelling
Aleksander Welfe (Eds.)
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.
Категорії:
Рік:
2004
Видавництво:
Elsevier, Academic Press
Мова:
english
Сторінки:
1
ISBN 10:
0444516336
ISBN 13:
9780444516336
Серії:
Contributions to Economic Analysis 269
Файл:
PDF, 2.23 MB
IPFS:
,
english, 2004