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New Directions In Macromodelling Aleksander Welfe Eds

  • SKU: BELL-1910870
New Directions In Macromodelling Aleksander Welfe Eds
$ 31.00 $ 45.00 (-31%)

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New Directions In Macromodelling Aleksander Welfe Eds instant download after payment.

Publisher: Elsevier, Academic Press
File Extension: PDF
File size: 2.23 MB
Pages: 1
Author: Aleksander Welfe (Eds.)
ISBN: 9780444516336, 0444516336
Language: English
Year: 2004

Product desciption

New Directions In Macromodelling Aleksander Welfe Eds by Aleksander Welfe (eds.) 9780444516336, 0444516336 instant download after payment.

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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