New Directions in Macromodelling
New Directions in Macromodelling
New Directions in Macromodelling
Trending Bestseller

New Directions in Macromodelling

Aleksander Welfe

No reviews yet Write a Review
Hardback
252 Pages
$304.00
Ships in 3-5 business days
Hurry up! Current stock:
icon Share icon Share
Description  
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.
Customer reviews  

This product hasn't received any reviews yet. Be the first to review this product!

Write a Reviews
Flat Rate Shipping  
Easy Returns  
$304.00
Ships in 3-5 business days
Hurry up! Current stock:
icon Share icon Share
Flat Rate Shipping  
Easy Returns  

New Directions in Macromodelling

$304.00

Description

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.

Customers Also Viewed