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612-822-4611
New Directions in Macromodelling

New Directions in Macromodelling

Hardcover

Series: Contributions to Economic Analysis, Book 269

Economics

ISBN10: 0444516336
ISBN13: 9780444516336
Publisher: Emerald Pub Ltd
Published: Dec 24 2004
Pages: 252
Weight: 1.17
Height: 0.60 Width: 6.68 Depth: 9.38
Language: English
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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Economics