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Showing 1 - 13 of
13 matches in All Departments
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Dark By Noon (DVD)
Patrick Buchanan, Michael O'Flaherty, Grace Fitzgerald, Tim Dillard, Anthony Murphy, …
1
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R86
Discovery Miles 860
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Ships in 20 - 40 working days
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Patrick Buchanan stars in this Irish sci-fi thriller co-written and
directed by Alan Leonard and Michael O'Flaherty. Set in an
alternate Earth, Rez (Buchanan) is coerced into testing a stolen
time machine, called Titus, that can send its user eight hours into
the future. Sent to gather future market information, Rez witnesses
a devastating nuclear explosion. Upon his return to the present,
Rez has eight hours to determine the cause of the tragedy and
prevent it from destroying the planet before time runs out...
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Dawn of the Dragonslayer (DVD)
Richard McWilliams, Ian Cullen, Nicola Posener, Adam Johnson, Philip Brodie, …
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R92
Discovery Miles 920
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Ships in 20 - 40 working days
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Adventure feature in which a young man must prepare himself to do
battle with the dragon that killed his father. Will Shepherd
(Richard McWilliams) lives a simple and rustic life in the
mountains until the unfortunate death of his father. Forced to seek
a living in the lowlands thereafter, Will ends up in the employment
of Sterling (Ian Cullen), a local land owner and knight. Sterling
thinks little of Will and sends him to work on the farm, but the
old man's daughter, Kate (Nicola Posener), befriends the boy from
the mountains. The pair set about unravelling a past mystery which
has bound their families together and getting Will ready for the
rite of passage in which he must take on and destroy the dragon.
Vector autoregressive (VAR) models are among the most widely used
econometric tools in the fields of macroeconomics and financial
economics. Much of what we know about the response of the economy
to macroeconomic shocks and about how various shocks have
contributed to the evolution of macroeconomic and financial
aggregates is based on VAR models. VAR models also have been used
successfully for economic and business forecasting, for modelling
risk and volatility, and for the construction of forecast
scenarios. Since the introduction of VAR models by C.A. Sims in
1980, the VAR methodology has continuously evolved. Even today
important extensions and reinterpretations of the VAR framework are
being developed. Examples include VAR models for mixed-frequency
data, VAR models as approximations to DSGE models, factor-augmented
VAR models, new tools for the identification of structural shocks
in VAR models, panel VAR approaches, and time-varying parameter VAR
models. This volume collects contributions from some of the leading
VAR experts in the world on VAR methods and applications. Each
chapter highlights and synthesizes a new development in this
literature in a way that is accessible to practitioners, to
graduate students, and to readers in other fields.
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