New Directions in Macromodelling

Name: New Directions in Macromodelling
Brand: Emerald Publishing Limited
SKU: 9780444516336
Price: 3369 CZK
Availability: InStock

Autor: A. Welfe, Aleksander Welfe

Jazyk:

Vazba: Pevná

Vydavatel: Emerald Publishing Limited

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

3 369 Kč

The monograph concentrates on recent developments in modelling economic processes on macro level. Na...

Informace o knize

Autor

A. Welfe, Aleksander Welfe

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2004

Stránek

252

EAN

9780444516336

ISBN

0444516336

Enbook ID

04611279

Vydavatel

Emerald Publishing Limited

Hmotnost

532

Rozměry

156 x 234 x 16

Kompletní popis

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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New Directions in Macromodelling

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