New Directions in Macromodelling

Name: New Directions in Macromodelling
Brand: Emerald Publishing Limited
SKU: 9780444516336
Price: 761.87 RON
Availability: InStock

Autor: A. Welfe, Aleksander Welfe

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Legare: Copertă tare

Editura: Emerald Publishing Limited

Disponibilitate: În depozitul extern

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761.87 lei

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

Informații despre carte

Autor

A. Welfe, Aleksander Welfe

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2004

Pagini

252

EAN

9780444516336

ISBN

0444516336

Enbook ID

04611279

Editura

Emerald Publishing Limited

Greutate

532

Dimensiuni

156 x 234 x 16

Descriere completă

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.

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New Directions in Macromodelling

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