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New directions in macromodelling [electronic resource] / edited by Aleksander Welfe.

Contributor(s): Welfe, Aleksander.
Material type: TextTextSeries: Contributions to economic analysis: v. 269.Publisher: Amsterdam ; Boston : Elsevier, 2004Edition: 1st ed.Description: 1 online resource (xii, 236 p.) : ill.ISBN: 0080459226 (electronic bk.); 9780080459226 (electronic bk.); 9781849508308 (electronic bk.); 1849508305 (electronic bk.).Subject(s): Econometric models | BUSINESS & ECONOMICS -- Econometrics | BUSINESS & ECONOMICS -- Statistics | Econometrische modellen | Macro-economieGenre/Form: Electronic books.Additional physical formats: Print version:: New directions in macromodelling.DDC classification: 330.01/5195 Online resources: EBSCOhost
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 / S�ren Johansen -- Inflation, money growth, and I(2) analysis / Katarina Juselius -- Recent advances in cointegration analysis / Helmut L�utkepohl -- 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 Pipie�n -- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr K�eb�owski -- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer.
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Includes bibliographical references and index.

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 / S�ren Johansen -- Inflation, money growth, and I(2) analysis / Katarina Juselius -- Recent advances in cointegration analysis / Helmut L�utkepohl -- 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 Pipie�n -- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr K�eb�owski -- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer.

Description based on print version record.

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New directions in macromodelling ©2004
New directions in macromodelling ©2004
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