£101.99

Elsevier New Directions in Macromodelling: 269 (Contributions to Economic Analysis, 269)

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
24 December 2004
Listed Since
23 January 2007

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