02650cam a2200445Ka 4500 bslw06443768 UtOrBLW 20161010130650.0 m d cr un||||||||| 101115s2004 ne a fob 001 0 eng d 2006273116 0444516336 9781849508308 (electronic bk.) : £70.95 ; <U+0080>99.95 ; $117.95 UtOrBLW UtOrBLW HB141 .N49 2004 KCB bicssc ECO bicssc BUS021000 bisacsh BUS069030 bisacsh 303.725.33 330.15195 22 New directions in macromodelling [electronic resource] : essays in honor of J. Michael Finger / edited by Stephen G. Hall. Amsterdam ; Boston : Elsevier, 2004. 1 online resource (xii, 236 p.) : ill. Contributions to economic analysis, 0573-8555 ; v. 269 Includes bibliographical references and indexes. Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Recent advances in cointegration analysis / Helmut Lutkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of Bivariate GARCH processes. The role of the conditional mean specificatio / Mateusz Pipieri -- Modelling Polish economy : an application of SVEqCM / Piotr Keblowski -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- Optimal lag structure selection in VEC-models / Dietmar Maringer -- A small sample correction of the Dickey-Fuller Test / Soren Johansen -- Inflation, money growth, and 1(2) analysis / Katarina Juselius. 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. Description based on print version record. Econometric models. Business & Economics Econometrics. bisacsh Business & Economics Economics Theory. bisacsh Macroeconomics. bicssc Welfe, Aleksander. 9780444516336 Contributions to economic analysis ; v. 269. http://www.emeraldinsight.com/0573-8555/269 BMEbacklist 1031 1031