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Download New Directions in Macromodelling (Contributions to Economic Analysis) epub

by A. Welfe




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.
Download New Directions in Macromodelling (Contributions to Economic Analysis) epub
ISBN: 0444516336
ISBN13: 978-0444516336
Category: Other
Subcategory: Business & Finance
Author: A. Welfe
Language: English
Publisher: Emerald Group Publishing Limited (March 24, 2005)
Pages: 252 pages
ePUB size: 1988 kb
FB2 size: 1321 kb
Rating: 4.4
Votes: 173
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