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New directions in macromodelling = essays inhonor of J. Michael Finger /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	New directions in macromodelling/ edited by Stephen G. Hall.
Reminder of title:	essays inhonor of J. Michael Finger /
other author:	Welfe, Aleksander.
Published:	Amsterdam ;Elsevier, : 2004.,
Description:	1 online resource (xii, 236 p.) :ill. :
Subject:	Econometric models. -
Online resource:	http://www.emeraldinsight.com/0573-8555/269
ISBN:	9781849508308 (electronic bk.)

New directions in macromodelling = essays inhonor of J. Michael Finger /
New directions in macromodellingessays inhonor of J. Michael Finger /[electronic resource] :edited by Stephen G. Hall. - Amsterdam ;Elsevier,2004. - 1 online resource (xii, 236 p.) :ill. - Contributions to economic analysis,v. 2690573-8555 ;. - Contributions to economic analysis ;v. 210..

Includes bibliographical references and indexes.

Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Recent advances in cointegration analysis /Helmut Lutkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of Bivariate GARCH processes. The role of the conditional mean specificatio / Mateusz Pipieri -- Modelling Polish economy : an application of SVEqCM / Piotr Keblowski -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- Optimal lag structure selection in VEC-models / Dietmar Maringer -- A small sample correction of the Dickey-Fuller Test /Soren Johansen -- Inflation, money growth, and 1(2) analysis / Katarina Juselius.

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: 9781849508308 (electronic bk.)

LCCN: 2006273116Subjects--Topical Terms:

556561
Econometric models.

LC Class. No.: HB141 / .N49 2004

Dewey Class. No.: 330.15195

Universal Decimal Class. No.: 303.725.33

New directions in macromodelling = essays inhonor of J. Michael Finger /
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300 $a 1 online resource (xii, 236 p.) : $b ill.
490 1 $a Contributions to economic analysis, $x 0573-8555 ; $v v. 269
504 $a Includes bibliographical references and indexes.
505 0 $a Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Recent advances in cointegration analysis /Helmut Lutkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of Bivariate GARCH processes. The role of the conditional mean specificatio / Mateusz Pipieri -- Modelling Polish economy : an application of SVEqCM / Piotr Keblowski -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- Optimal lag structure selection in VEC-models / Dietmar Maringer -- A small sample correction of the Dickey-Fuller Test /Soren Johansen -- Inflation, money growth, and 1(2) analysis / Katarina Juselius.
520 $a 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.
588 $a Description based on print version record.
650 0 $a Econometric models. $3 556561
650 7 $a Business & Economics $x Econometrics. $2 bisacsh $3 808997
650 7 $a Business & Economics $x Economics $x Theory. $2 bisacsh $3 808992
650 7 $a Macroeconomics. $3 554837
700 1 $a Welfe, Aleksander. $3 809779
830 0 $a Contributions to economic analysis ; $v v. 210. $3 808965
856 4 0 $u http://www.emeraldinsight.com/0573-8555/269