02650cam a2200445Ka 4500001001300000003000800013005001700021006001900038007001500057008004100072010001700113020001500130020007200145040002100217050002100238072001600259072001600275072002300291072002300314080001500337082001800352245013000370260004400500300004400544490006100588504005300649505072300702520040701425588004701832650002401879650004901903650005401952650002802006700002302034776001802057830005002075856004802125913001602173999001502189bslw06443768UtOrBLW20161010130650.0m        d        cr un|||||||||101115s2004    ne a   fob    001 0 eng d  a  2006273116  z0444516336  a9781849508308 (electronic bk.) :c£70.95 ; <U+0080>99.95 ; $117.95  aUtOrBLWcUtOrBLW00aHB141b.N49 2004 7aKCB2bicssc 7aECO2bicssc 7aBUS0210002bisacsh 7aBUS0690302bisacsh  a303.725.3304a330.1519522200aNew directions in macromodellingh[electronic resource] :bessays in honor of J. Michael Finger /cedited by Stephen G. Hall.  aAmsterdam ;aBoston :bElsevier,c2004.  a1 online resource (xii, 236 p.) :bill.1 aContributions to economic analysis,x0573-8555 ;vv. 269  aIncludes bibliographical references and indexes.0 aModelling 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.  aThe 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.  aDescription based on print version record. 0aEconometric models. 7aBusiness & EconomicsxEconometrics.2bisacsh 7aBusiness & EconomicsxEconomicsxTheory.2bisacsh 7aMacroeconomics.2bicssc1 aWelfe, Aleksander.1 z9780444516336 0aContributions to economic analysis ;vv. 269.40uhttp://www.emeraldinsight.com/0573-8555/269  1BMEbacklist  c1031d1031