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New Directions in Macromodelling (Hardcover, New) Loot Price: R4,059
Discovery Miles 40 590
Repayment Terms: R380 pm x 12*
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New Directions in Macromodelling (Hardcover, New): Aleksander Welfe

New Directions in Macromodelling (Hardcover, New)

Aleksander Welfe

Series: Contributions to Economic Analysis

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Loot Price R4,059 Discovery Miles 40 590 | Repayment Terms: R380 pm x 12*

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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.

General

Imprint: Elsevier Science Ltd
Country of origin: United Kingdom
Series: Contributions to Economic Analysis
Release date: December 2004
First published: 2004
Editors: Aleksander Welfe
Dimensions: 234 x 156 x 16mm (L x W x T)
Format: Hardcover
Pages: 252
Edition: New
ISBN-13: 978-0-444-51633-6
Categories: Books > Business & Economics > Economics > Macroeconomics > General
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LSN: 0-444-51633-6
Barcode: 9780444516336

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