New Directions in Macromodelling (English, Aleksander Welfe)
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Book Details
Publisher
Elsevier Science Ltd
Language
English
ISBN-13
9780444516336
ISBN-10
0444516336
Author
Aleksander Welfe
About the Book
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: 9780444516336
ISBN-13: 9780444516336
ISBN-10: 0444516336
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Product ID: isbn-9780444516336
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