New Directions in Macromodelling / Najlacnejšie knihy
New Directions in Macromodelling

Code: 04611279

New Directions in Macromodelling

by A. Welfe, Aleksander Welfe

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 ... more

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Book synopsis

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.

Book details

Book category Books in English Economics, finance, business & management Economics Macroeconomics

187.36 €

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