New Directions in Macromodelling (Hardcover) (ISBN-13: 9780444516336)

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.

Author: Aleksander Welfe
ISBN-10: 0444516336
ISBN-13: 9780444516336
Publisher: Elsevier Science Ltd
Language: English
Published: 12/24/2004
Pages: 252
Format: Hardcover
Weight: 1.17lbs
Size: 9.38h x 6.68w x 0.60d