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Hardcover New Directions in Macromodelling Book
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ISBN: 0444516336

ISBN13: 9780444516336

New Directions in Macromodelling

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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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Format: Hardcover

Condition: New

$164.99
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Related Subjects

Business Business & Investing Econometrics Economic Theory Economics Macroeconomics Popular Economics Theory

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