New directions in macromodelling / edited by Aleksander Welfe.

Contributor(s):

Welfe, Aleksander

Material type: Text

TextSeries: Contributions to economic analysis ; 269Publication details: Amsterdam ; Boston : Elsevier, 2004.Description: xii, 236 p. : ill. ; 24 cmISBN:

0444516336
9780444516336

Subject(s):

Econometric models

DDC classification:

330.015195 22

LOC classification:

HB141 .N49 2004

Online resources:

Publisher description

Contents:

Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- A small sample correction of the Dickey-Fuller test / Søren Johansen -- Inflation, money growth, and I(2) analysis / Katarina Juselius -- Recent advances in cointegration analysis / Helmut Lütkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification / Jacek Osiewalski, Mateusz Pipień -- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr Kębłowski -- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer.

Summary: The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, 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.

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Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN HQ Library		330.015195 NEW (Browse shelf(Opens below))		Available	31008100066113
Monograph & others	CBN HQ Library		330.015195 NEW (Browse shelf(Opens below))		Available	31008100068572
Monograph & others	CBN HQ Library		330.015195 NEW (Browse shelf(Opens below))		Available	31008100068580
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	330.015195 NEW (Browse shelf(Opens below))	c.1	Available	31008100646740
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	330.015195 NEW (Browse shelf(Opens below))	c.1	Available	31008100564323
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	330.015195 NEW (Browse shelf(Opens below))	c.1	Available	31008101177851
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	330.015195 NEW (Browse shelf(Opens below))	c.1	Available	31008100850144

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Includes bibliographical references indexes.

The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, 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.

oif 29/07/15

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