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Books > Business & Economics > Economics > Econometrics

Stable and Efficient Cubature-based Filtering in Dynamical Systems (Hardcover, 1st ed. 2017): Dominik Ballreich Stable and Efficient Cubature-based Filtering in Dynamical Systems (Hardcover, 1st ed. 2017)
Dominik Ballreich
R2,464 R1,932 Discovery Miles 19 320 Save R532 (22%) Ships in 12 - 19 working days

The book addresses the problem of calculation of d-dimensional integrals (conditional expectations) in filter problems. It develops new methods of deterministic numerical integration, which can be used to speed up and stabilize filter algorithms. With the help of these methods, better estimates and predictions of latent variables are made possible in the fields of economics, engineering and physics. The resulting procedures are tested within four detailed simulation studies.

Macroeconometrics - Developments, Tensions, and Prospects (Hardcover, 1995 ed.): Kevin D. Hoover Macroeconometrics - Developments, Tensions, and Prospects (Hardcover, 1995 ed.)
Kevin D. Hoover
R5,925 Discovery Miles 59 250 Ships in 10 - 15 working days

Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.

The Dynamic Systems of Basic Economic Growth Models (Hardcover, 1994 ed.): Bjarne S. Jensen The Dynamic Systems of Basic Economic Growth Models (Hardcover, 1994 ed.)
Bjarne S. Jensen
R3,087 Discovery Miles 30 870 Ships in 10 - 15 working days

Two central problems in the pure theory of economic growth are analysed in this monograph: 1) the dynamic laws governing the economic growth processes, 2) the kinematic and geometric properties of the set of solutions to the dynamic systems. With allegiance to rigor and the emphasis on the theoretical fundamentals of prototype mathematical growth models, the treatise is written in the theorem-proof style. To keep the exposition orderly and as smooth as possible, the economic analysis has been separated from the purely mathematical issues, and hence the monograph is organized in two books. Regarding the scope and content of the two books, an "Introduction and Over view" has been prepared to offer both motivation and a brief account. The introduc tion is especially designed to give a recapitulation of the mathematical theory and results presented in Book II, which are used as the unifying mathematical framework in the analysis and exposition of the different economic growth models in Book I. Economists would probably prefer to go directly to Book I and proceed by consult ing the mathematical theorems of Book II in confirming the economic theorems in Book I. Thereby, both the independence and interdependence of the economic and mathematical argumentations are respected."

Health and Well-Being in India - A Quantitative Analysis of Inequality in Outcomes and Opportunities (Hardcover, 1st ed. 2018):... Health and Well-Being in India - A Quantitative Analysis of Inequality in Outcomes and Opportunities (Hardcover, 1st ed. 2018)
Vani Kant Borooah
R2,884 Discovery Miles 28 840 Ships in 10 - 15 working days

The theme of this book is health outcomes in India, in particular to outcomes relating to its caste and religious groups and, within these groups, to their women and children. The book's tenor is analytical and based upon a rigorous examination of recent data from both government and non-government sources. The major areas covered are sanitation, use by mothers of the government's child development services, child malnutrition, deaths in families, gender discrimination, and the measurement of welfare.

Econophysics Approaches to Large-Scale Business Data and Financial Crisis - Proceedings of Tokyo Tech-Hitotsubashi... Econophysics Approaches to Large-Scale Business Data and Financial Crisis - Proceedings of Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7 (Hardcover, Edition.)
Misako Takayasu, Tsutomu Watanabe, Hideki Takayasu
R4,388 Discovery Miles 43 880 Ships in 10 - 15 working days

In recent years, as part of the increasing "informationization" of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast amountsof data arenow ava- able on business networks based on inter rm transactions and shareholdings. In the past, these types of information were studied only by economists and management scholars. More recently, however, researchers from other elds, such as physics, mathematics, and information sciences, have become interested in this kind of data and, based on novel empirical approaches to searching for regularities and "laws" akin to those in the natural sciences, have produced intriguing results. This book is the proceedings of the international conference THICCAPFA7 that was titled "New Approaches to the Analysis of Large-Scale Business and E- nomic Data," held in Tokyo, March 1-5, 2009. The letters THIC denote the Tokyo Tech (Tokyo Institute of Technology)-Hitotsubashi Interdisciplinary Conference. The conference series, titled APFA (Applications of Physics in Financial Analysis), focuses on the analysis of large-scale economic data. It has traditionally brought physicists and economists together to exchange viewpoints and experience (APFA1 in Dublin 1999, APFA2 in Liege ` 2000, APFA3 in London 2001, APFA4 in Warsaw 2003, APFA5 in Torino 2006, and APFA6 in Lisbon 2007). The aim of the conf- ence is to establish fundamental analytical techniques and data collection methods, taking into account the results from a variety of academic disciplines.

The Japanese Stock Market - Pricing Systems and Accounting Information (Hardcover): S Fukuda, Shigeki Sakakibara, Hisakats... The Japanese Stock Market - Pricing Systems and Accounting Information (Hardcover)
S Fukuda, Shigeki Sakakibara, Hisakats Sakurai, Kengo Shiroshita, Hidetosh Yamaji
R1,656 Discovery Miles 16 560 Ships in 10 - 15 working days

This timely volume brings together professors of finance and accounting from Japanese universities to examine the Japanese stock market in terms of its pricing and accounting systems. The papers report the results of empirical research into the Japanese stock market within the framework of new theories of finance. Academics, professionals, and anyone seeking to understand or enter the Japanese market will applaud the publication of this practical, informative volume.

Having gathered data from the late 1970's through 1984, the authors analyze the market's behavior and the applicability of two major theoretical pricing models -- the Capital Asset Pricing Models and the Efficient Market Hypothesis -- to that market. Chapter 1 provides background statistical evidence on the behavior of monthly returns on Tokyo Stock Exchange common stocks. Chapter 2 discusses an empirical test of the capital asset pricing model. Chapter 3 examines evidence on the price performance of unseasoned new issues. The authors also examine the Japanese accounting disclosure system: Chapter 4 deals empirically with the information content of the annual accounting announcements and related market efficiency. The next chapter presents empirical evidence on the relationship between unsystematic returns and earnings forecast errors. Next, empirical research into the usefulness to investors of the disclosure system is examined. Finally, Chapter 7 presents several interesting questions and topics for future research on the Japanese stock market.

Exploring Research Frontiers in Contemporary Statistics and Econometrics - A Festschrift for Leopold Simar (Hardcover, 2012):... Exploring Research Frontiers in Contemporary Statistics and Econometrics - A Festschrift for Leopold Simar (Hardcover, 2012)
Ingrid van Keilegom, Paul W. Wilson
R1,549 Discovery Miles 15 490 Ships in 10 - 15 working days

This book collects contributions written by well-known statisticians and econometricians to acknowledge Leopold Simar s far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented at a conference in
Louvain-la-Neuve in May 2009 in honor of his retirement. The contributions cover a broad variety of issues surrounding frontier
estimation, which Leopold Simar has contributed much to over the past two decades, as well as related issues such as semiparametric regression and models for censored data.

This book collects contributions written by well-known statisticians and econometricians to acknowledge Leopold Simar s far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented at a conference in
Louvain-la-Neuve in May 2009 in honor of his retirement. The contributions cover a broad variety of issues surrounding frontier
estimation, which Leopold Simar has contributed much to over the past two decades, as well as related issues such as semiparametric regression and models for censored data.

Modeling Income Distributions and Lorenz Curves (Hardcover, 2008 ed.): Duangkamon Chotikapanich Modeling Income Distributions and Lorenz Curves (Hardcover, 2008 ed.)
Duangkamon Chotikapanich
R4,392 Discovery Miles 43 920 Ships in 10 - 15 working days

Jean-Jacques Rousseau wrote in the Preface to his famous Discourse on Inequality that "I consider the subject of the following discourse as one of the most interesting questions philosophy can propose, and unhappily for us, one of the most thorny that philosophers can have to solve. For how shall we know the source of inequality between men, if we do not begin by knowing mankind?" (Rousseau, 1754). This citation of Rousseau appears in an article in Spanish where Dagum (2001), in the memory of whom this book is published, also cites Socrates who said that the only useful knowledge is that which makes us better and Seneca who wrote that knowing what a straight line is, is not important if we do not know what rectitude is. These references are indeed a good illustration of Dagum's vast knowledge, which was clearly not limited to the ?eld of Economics. For Camilo the ?rst part of Rousseau's citation certainly justi?ed his interest in the ?eld of inequality which was at the centre of his scienti?c preoccupations. It should however be stressed that for Camilo the second part of the citation represented a "solid argument in favor of giving macroeconomic foundations to microeconomic behavior" (Dagum, 2001). More precisely, "individualism and methodological holism complete each other in contributing to the explanation of individual and social behavior" (Dagum, 2001).

Economic and Management Perspectives on Intellectual Property Rights (Hardcover, 2006 ed.): C. Peeters, B. Van Pottelsberghe De... Economic and Management Perspectives on Intellectual Property Rights (Hardcover, 2006 ed.)
C. Peeters, B. Van Pottelsberghe De La Potterie, Bruno Van Pottelsberghe De La Potterie
R2,884 Discovery Miles 28 840 Ships in 10 - 15 working days

This book provides a better understanding of how intellectual property can improve economic and business performance. It focuses on three particular issues: the valuation of patents, the transfer of knowledge, and the management of innovation and intellectual property. Scholars from leading worldwide institutions use quantitative methods and advanced survey techniques to explore the complex relationship between patents, innovation, venture capital and scientific research. The book focuses on three broad issues: the valuation of patents, the transfer of knowledge, and the management of innovation and intellectual property.

Technology, Innovations and Growth (Hardcover): J.K. Sengupta Technology, Innovations and Growth (Hardcover)
J.K. Sengupta
R1,509 Discovery Miles 15 090 Ships in 10 - 15 working days

This book provides detailed empirical analysis of countries in Asia to examine various dynamic models that incorporate the impact of technology and innovations on the industry evolution and overall economic growth.

Nonlinear Time Series Analysis of Economic and Financial Data (Hardcover, 1999 ed.): Philip Rothman Nonlinear Time Series Analysis of Economic and Financial Data (Hardcover, 1999 ed.)
Philip Rothman
R8,509 Discovery Miles 85 090 Ships in 10 - 15 working days

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.

Stochastic Differential Games. Theory and Applications (Hardcover, 2012): Kandethody M. Ramachandran, Chris P Tsokos Stochastic Differential Games. Theory and Applications (Hardcover, 2012)
Kandethody M. Ramachandran, Chris P Tsokos
R1,542 Discovery Miles 15 420 Ships in 10 - 15 working days

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Regional Science Perspectives in Economic Analysis - A Festschrift in Memory of Benjamin H. Stevens (Hardcover, 1st ed): M.L.... Regional Science Perspectives in Economic Analysis - A Festschrift in Memory of Benjamin H. Stevens (Hardcover, 1st ed)
M.L. Lahr, R.E. Miller
R4,586 Discovery Miles 45 860 Ships in 12 - 19 working days

This book contains contributions from friends of Ben Stevens, remembering and celebrating his life and his work. Following his untimely death, a set of special sessions were organized for the program of the November 1998 meetings of the Regional Science Association International, held in Sante Fe, New Mexico.


In all 41 papers were presented in 11 of these sessions. Those invited to participate included former colleagues and students from Ben's days on the faculty at the University of Pennsylvania as well as friends and collaborators from the economics and regional science community at large - academic, private and government.


It is the intention of the editors to make available with this book a selection of current work in regional economics and regional science. Some of the papers reflect on aspects of Ben's legacy, suggesting how his early work (in the 1960s) served as a basis for subsequent theoretical advances or applied developments - for example, in residential choice theory, in land-use and transportation modeling and in regional econometric modeling in general and regional input-output analysis in particular (which remained one of Ben's primary interests throughout his life). The variety of topics covered by the papers in this volume is a testament to the breadth and depth of Ben's active curiosity.

New Methods in Financial Modeling - Explorations and Applications (Hardcover): Hugh Neuburger, Houston H. Stokes New Methods in Financial Modeling - Explorations and Applications (Hardcover)
Hugh Neuburger, Houston H. Stokes
R2,231 Discovery Miles 22 310 Ships in 10 - 15 working days

The authors present a number of financial market studies that have as their general theme, the econometric testing of the underlying econometric assumptions of a number of financial models. More than 30 years of financial market research has convinced the authors that not enough attention has been paid to whether the estimated model is appropriate or, most importantly, whether the estimation technique is suitable for the problem under study. For many years linear models have been assumed with little or no testing of alternative specification. The result has been models that force linearity assumptions on what clearly are nonlinear processes. Another major assumption of much financial research constrains the coefficients to be stable over time. This critical assumption has been attacked by Lucas (1976) on the grounds that when economic policy changes, the coefficients of macroeconomics models change. If this occurs, any policy forecasts of these models will be flawed. In financial modeling, omitted (possibly non-quantifiable) variables will bias coefficients. While it may be possible to model some financial variables for extended periods, in other periods the underlying models may either exhibit nonlinearity or show changes in linear models. The authors research indicates that tests for changes in linear models, such as recursive residual analysis, or tests for episodic nonlinearity can be used to signal changes in the underlying structure of the market.

The book begins with a brief review of basic linear time series techniques that include autoregressive integrated moving average models (ARIMA), vector autoregressive models (VAR), and models form the ARCH/GARCH class. While the ARIMA and VAR approach models the first moment of a series, models of the ARCH/GARCH class model both the first moment and second moment which is interpreted as conditional or explained volatility of a series. Recent work on nonlinearity detection has questioned the appropriateness of these essentially linear approaches. A number of such tests are shown and applied for the complete series and a subsets of the series. A major finding is that the structure of the series may change over time. Within the time frame of a study, there may be periods of episodic nonlinearity, episodic ARCH and episodic nonstationarity. Measures are developed to measure and relate these events both geographically and with mathematical models. This book will be of interest to applied finance researchers and to market participants.

Economics, Econometrics and the LINK - Essays in Honor of Lawrence R. Klein (Hardcover): Manoranjan Dutta Economics, Econometrics and the LINK - Essays in Honor of Lawrence R. Klein (Hardcover)
Manoranjan Dutta
R4,753 Discovery Miles 47 530 Ships in 12 - 19 working days

"Economics, Econometrics and The LINK" is a collection of scholarly contributions by leading scholars from the U.S., Europe, and Asia dealing with issues of economics and econometrics. The book contains a learned and erudite exposition of macroeconomics and macroeconomic modeling including national, sectoral, issues exchange rate, environment, international price competitiveness and international linkages. It presents a comprehensive perspective of econometric modeling - country-specific, sector-specific and issue-specific. The volume is a tribute to the work of Lawrence R. Klein from all his friends who share a common agenda, viz. to relate the study of economics to the studies of mankind.

Modern Linear and Nonlinear Econometrics (Hardcover, 1st ed. 2006. Corr. 2nd printing 2006): Joseph Plasmans Modern Linear and Nonlinear Econometrics (Hardcover, 1st ed. 2006. Corr. 2nd printing 2006)
Joseph Plasmans
R4,583 Discovery Miles 45 830 Ships in 10 - 15 working days

The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. Distinctive features of this handbook are:

-A unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics. Emphasis on sound theoretical and empirical relevance and intuition. Focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools.

-Completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet; these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovation economics (e.g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others.

-Exercises are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet.

What is also distinguishable in Modern Linear and Nonlinear Econometrics is that everymajor topic has a number of examples, exercises or case studies. By this learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve real world problems.

Advances in Econometrics and Modelling (Hardcover, 1989 ed.): B. Raj Advances in Econometrics and Modelling (Hardcover, 1989 ed.)
B. Raj
R3,220 Discovery Miles 32 200 Ships in 10 - 15 working days

During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the University of Horida (where I was also visiting while on sabbatical leave from Wilfrid Laurier University as the McKethan-Matherly Senior Research Fellow) to discuss publishing plans of the faculty. He expressed a keen interest in publishing the proceedings of the conference of the Canadian Econometric Study Group (CESG) that was to be held the following year at WLU. This volume is the end product of his interest, endurance, and persistence. But for his persistence I would have given up on th~ project Most of the papers (though not all) included in this volume are based on presentations at CESG conferences. In some cases scholars were invited to contribute to this volume where their research complimented those presented at these conferences even though they were not conference participants. Since papers selected for presentation at the CESG conferences are generally the finished product of scholarly research and often under submission to refereed journals, it was not possible to publish the conference proceedings in their entirety. Accordingly it was decided, in consultation with the publisher, to invite a select list of authors to submit significant extensions of the papers they presented at the CESG conferences for inclusion in this volume. The editor wishes to express gratitude to all those authors who submitted their papers for evaluation by anonymous referees and for making revisions to conform to our editorial process.

Handbook of the Economics of the Family, Volume 1 (Hardcover): Shelly Lundberg, Alessandra Voena Handbook of the Economics of the Family, Volume 1 (Hardcover)
Shelly Lundberg, Alessandra Voena
R4,716 R3,957 Discovery Miles 39 570 Save R759 (16%) Ships in 12 - 19 working days
A Primer for Spatial Econometrics - With Applications in R (Hardcover): G. Arbia A Primer for Spatial Econometrics - With Applications in R (Hardcover)
G. Arbia
R4,519 Discovery Miles 45 190 Ships in 12 - 19 working days

This book aims at meeting the growing demand in the field by introducing the basic spatial econometrics methodologies to a wide variety of researchers. It provides a practical guide that illustrates the potential of spatial econometric modelling, discusses problems and solutions and interprets empirical results.

Performance Benchmarking - Measuring and Managing Performance (Hardcover, 2012 ed.): Peter Bogetoft Performance Benchmarking - Measuring and Managing Performance (Hardcover, 2012 ed.)
Peter Bogetoft
R2,284 Discovery Miles 22 840 Ships in 10 - 15 working days

"In this book, Peter Bogetoft - THE expert on the theory and practice of benchmarking - provides an in-depth yet very accessible and readable explanation of the best way to do benchmarking, starting from the ground up." Rick Antle William S. Beinecke Professor of Accounting, Yale School of Management CFO, Compensation Valuation, Inc. "I highly recommend this well-written and comprehensive book on measuring and managing performance. Dr. Bogetoft summarizes the fundamental mathematical concepts in an elegant, intuitive, and understandable way." Jon A. Chilingerian Professor, Brandeis University and INSEAD "Bogetoft gives in his book Performance Benchmarking an excellent introduction to the methodological basis of benchmarking." Christian Parbol Director, DONG Energy "This book is the primer on benchmarking for performance management." Albert Birck Business Performance Manager, Maersk Oil "This excellent book provides a non technical introduction for performance management." Misja Mikkers, Director, Dutch Health Care Authority "With this very well written and comprehensive introduction to the many facets of benchmarking in hand, organizations have no excuse for not applying the best and cost effective benchmarking methods in their performance assessments." Stig P. Christensen Senior R&D Director, COWI

The Peace Dividend (Hardcover): N.P. Gleditsch, O Bjerkholt, A. Cappelen, R. Smith, J.P. Dunne The Peace Dividend (Hardcover)
N.P. Gleditsch, O Bjerkholt, A. Cappelen, R. Smith, J.P. Dunne
R5,490 Discovery Miles 54 900 Ships in 12 - 19 working days

The papers collected in this volume demonstrate how different kinds of analytical approach can be used to anticipate the economic repercussions of systematic reduction of military spending. This volume will be of interest to economists; scholars in peace studies, international relations and such like; and officials of national governments and international bodies dealing with disarmament issues and with economic restructuring.

A Nonlinear Time Series Workshop - A Toolkit for Detecting and Identifying Nonlinear Serial Dependence (Hardcover, 2000 ed.):... A Nonlinear Time Series Workshop - A Toolkit for Detecting and Identifying Nonlinear Serial Dependence (Hardcover, 2000 ed.)
Douglas M. Patterson, Richard A. Ashley
R4,471 Discovery Miles 44 710 Ships in 10 - 15 working days

The analysis ofwhat might be called "dynamic nonlinearity" in time series has its roots in the pioneering work ofBrillinger (1965) - who first pointed out how the bispectrum and higher order polyspectra could, in principle, be used to test for nonlinear serial dependence - and in Subba Rao and Gabr (1980) and Hinich (1982) who each showed how Brillinger's insight could be translated into a statistical test. Hinich's test, because ittakes advantage ofthe large sample statisticalpropertiesofthe bispectral estimates became the first usable statistical test for nonlinear serial dependence. We are forever grateful to Mel Hinich for getting us involved at that time in this fascinating and fruitful endeavor. With help from Mel (sometimes as amentor, sometimes as acollaborator) we developed and applied this bispectral test in the ensuing period. The first application ofthe test was to daily stock returns {Hinich and Patterson (1982, 1985)} yielding the important discovery of substantial nonlinear serial dependence in returns, over and above the weak linear serial dependence that had been previously observed. The original manuscript met with resistance from finance journals, no doubt because finance academics were reluctant to recognize the importance of distinguishing between serial correlation and nonlinear serial dependence. In Ashley, Patterson and Hinich (1986) we examined the power and sizeofthe test in finite samples.

Beyond the Myth - Indian Business Communities in Singapore (Hardcover): Jayati Bhattacharya Beyond the Myth - Indian Business Communities in Singapore (Hardcover)
Jayati Bhattacharya
R2,096 R1,685 Discovery Miles 16 850 Save R411 (20%) Ships in 10 - 15 working days

This book is a macro-study of Indian business communities in Singapore through different phases of their growth since colonial times. It goes beyond the conventional labour-history approach to study Indian immigrants to Southeast Asia, both in terms of themselves and their connections with the peoples' movements. It looks at how Indian business communities negotiated with others in the environments in which they found themselves and adapted to them in novel ways. It especially brings into focus the patterns and integration of the Indian networks in the large-scale transnational flows of capital, one of the least-studied aspects of the diaspora history in this part of the world. The complexities and overlapping interests of different groups of traders and businessmen form an interesting study of various aspects of these trading bodies, their methods of operation and their trade links, both within and outside Singapore. The book also charts their mobility and progress, in terms of both business and social status. The research aims to construct linear threads of linkages through generations and situate them in the larger framework and broader paradigms of business networks in Singapore. In shedding light on aspects of Indian connectivities to Southeast Asia, the narrative is particularly relevant in the context of India's economic rise. This study raises economic, social and cultural issues regarding the transition.

Money, Stock Prices and Central Banks - A Cointegrated VAR Analysis (Hardcover, Edition.): Marcel Wiedmann Money, Stock Prices and Central Banks - A Cointegrated VAR Analysis (Hardcover, Edition.)
Marcel Wiedmann
R4,437 Discovery Miles 44 370 Ships in 10 - 15 working days

This contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. The main objective is to check whether liquidity conditions play an important role in stock market developments. As an innovation, liquidity conditions enter the analysis from three angles: in the form of a broad monetary aggregate, the interbank overnight rate and net capital flows, which represent the share of global liquidity that arrives in the respective country. A second aim is to understand whether central banks are able to influence the stock market.

Advances in Non-linear Economic Modeling - Theory and Applications (Hardcover, 2014 ed.): Frauke Schleer-van Gellecom Advances in Non-linear Economic Modeling - Theory and Applications (Hardcover, 2014 ed.)
Frauke Schleer-van Gellecom
R3,581 Discovery Miles 35 810 Ships in 12 - 19 working days

In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential nonlinearities in account. Researchers should be aware of applying linear model-types spuriously to problems which include non-linear features. It is indispensable to use the correct model type in order to avoid biased recommendations for economic policy.

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