Elsevier Science Ltd
New Directions in Macromodelling (English, Aleksander Welfe)
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Product Description
About the Book
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: 9780444516336
Book Specifications
| ISBN-13 | 9780444516336 |
| ISBN-10 | 0444516336 |
| Publisher | Elsevier Science Ltd |
| Category | Elsevier Science Ltd |
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