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New Directions in Macromodelling / Edition 1
Barnes and Noble
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New Directions in Macromodelling / Edition 1 in Franklin, TN
Current price: $164.99
Barnes and Noble
New Directions in Macromodelling / Edition 1 in Franklin, TN
Current price: $164.99
Loading Inventory...
Size: OS
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.
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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