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Autoregressive Modelling And Money Income Causality Detection
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Book Synopsis Proceedings of the 3rd International Conference: Quantitative and Qualitative Methodologies in the Economic & Administrative Sciences (QMEAS 2013) by : Christos Frangos
Download or read book Proceedings of the 3rd International Conference: Quantitative and Qualitative Methodologies in the Economic & Administrative Sciences (QMEAS 2013) written by Christos Frangos and published by Christos Frangos. This book was released on with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Econometrics of Structural Change by : Walter Krämer
Download or read book Econometrics of Structural Change written by Walter Krämer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t
Download or read book Monetary Policy written by P. Artus and published by Springer Science & Business Media. This book was released on 1990-01-31 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Patrick Artus and Yves Barroux The Applied Econometric Association organised an international conference on "Monetary and Financial Models" in Geneva in January 1987. The purpose of this book is to make available to the public a choice of the papers that were presented at the conference. The selected papers all deal with the setting of monetary targets and the effects of monetary policy on the economy as well as with the analysis of the financial behaviours of economic agents. Other papers presented at the same conference but dealing with the external aspects of monetary policy (exchange rate policy, international coordination of economic policies, international transmission of business cycles, . . . ) are the matter of a distinct publication. The papers put together to make up this book either are theoretical research contributions or consist of applied statistical or econometric work. It seemed to be more logical to start with the more theoretical papers. The topics tackled in the first two parts of the book have in common the fact that they appeared just recently in the field of economic research and deal with the analysis of the behaviour of Central Banks. They analyse this behaviour so as to be able to exhibit its major determinants as well as revealed preferences of Central Banks: this topic comes under the caption "optimal monetary policy and reaction function of the monetary authorities".
Book Synopsis Time Series Econometrics by : John D. Levendis
Download or read book Time Series Econometrics written by John D. Levendis and published by Springer. This book was released on 2019-01-31 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.
Book Synopsis Macroeconometrics by : Kevin D. Hoover
Download or read book Macroeconometrics written by Kevin D. Hoover and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Econometric Model Selection by : Antonio Aznar Grasa
Download or read book Econometric Model Selection written by Antonio Aznar Grasa and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.
Book Synopsis Structural Vector Autoregressive Analysis by : Lutz Kilian
Download or read book Structural Vector Autoregressive Analysis written by Lutz Kilian and published by Cambridge University Press. This book was released on 2017-11-23 with total page 757 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Book Synopsis Essays in Honor of Aman Ullah by : R. Carter Hill
Download or read book Essays in Honor of Aman Ullah written by R. Carter Hill and published by Emerald Group Publishing. This book was released on 2016-06-29 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
Book Synopsis Milton Friedman by : John Cunningham Wood
Download or read book Milton Friedman written by John Cunningham Wood and published by Psychology Press. This book was released on 1990 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a selection of the critical literature commenting on the life and work of Milton Friedman and so gives students of economics and economic thought immediate access to Friedman's work and shows how his work has been received and modified.
Book Synopsis Monetary Theory and Policy by : Didier Laussel
Download or read book Monetary Theory and Policy written by Didier Laussel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Didier LAUSSEL, William MAROIS and Antoine SOUBEYRAN The papers collected in this volume were presented at the "4th International Conference on Monetary Economics and Banking" held in Aix-en-Provence on June 1987 and organized by the C.E.F.I. (Center for International Economics and Finance of the University of Aix-Marseille II) and the GRECO "Monnaie et Financement" of the C.N.R.S. (National Center for Scientific Research). They concern two main topics: monetary theory and monetary policy. In the first one, the contributions provide new insights in some important problems like rational expectations, monetary optimizing models or portfolio choices. In the second one, almost all the texts are devoted to the game-theoretic approach of monetary policy which is a research area mainly developped since about ten years. I. MONETARY THEORY In their well known article on "Recent Developments in Monetary Theory", R. BARRO and S. FISCHER (1976) discussed seven main topics among which "the theory of money demand", "money, inflation and growth", "disequilibrium theory", "rational expectations and the Phillips Curve". Twelve years after, papers of this volume give some new results in these areas or explore new paths of research like a monetary theory of an innovative process of production or the application of the theory of contracts to financial problems.
Book Synopsis Modelling and Forecasting Financial Data by : Abdol S. Soofi
Download or read book Modelling and Forecasting Financial Data written by Abdol S. Soofi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.
Book Synopsis The Economics of Saving by : James H. Gapinski
Download or read book The Economics of Saving written by James H. Gapinski and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book began when a letter reached my desk in November 1989. Written by Warren Samuels, professor of economics at Michigan State University and editor for Kluwer Academic Publishers, the letter reviewed the philosophy behind Kluwer's series on recent economic thought and accordingly expressed interest in the controversies that surround con temporary topics in the discipline. It graciously went on to invite me to organize, consonant with that philosophy, a volume of chapters on saving. Soon thereafter I learned that the chapters were to be original compositions. I also learned that I would have substantial flexibility in structuring the volume and in recruiting contributors, who logically would be authorities in the field. Succinctly, Samuels was inviting me to work with leading scholars in exploring the current controversies in saving, one of my favorite subjects. That invitation was simply too tempting to refuse. Preparation of the book's outline went smoothly. It was obvious that the statistics of saving should be covered along with the theories of saving. It was equally obvious that special issues must be addressed: Ricardian Equivalence, supply-side doctrine, and economic development among others. These themes should be handled so as to bring out the ideological tensions in the profession, and that criterion helped to shape the list of potential contributors. That is, both sides of a conflict should be represented, and both should be given the same treatment.
Book Synopsis Monetary Policy in Transition by : M. Nikolic
Download or read book Monetary Policy in Transition written by M. Nikolic and published by Springer. This book was released on 2006-06-16 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the disastrous economic consequences of pseudo lending for pseudo reforms that occurred when the IMF, as a representative of the West, pretended to aid the transition economy of post-communist Russia through stabilization while the Russian government promised reforms.
Book Synopsis Handbook of Research on Decision-Making Techniques in Financial Marketing by : Dinçer, Hasan
Download or read book Handbook of Research on Decision-Making Techniques in Financial Marketing written by Dinçer, Hasan and published by IGI Global. This book was released on 2019-12-27 with total page 646 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consumer needs and demands are constantly changing. Because of this, marketing science and finance have their own concepts and theoretical backgrounds for evaluating consumer-related challenges. However, examining the function of finance with a marketing discipline can help to better understand internal management processes and compete in today’s market. The Handbook of Research on Decision-Making Techniques in Financial Marketing is a collection of innovative research that integrates financial and marketing functions to make better sense of the workplace environment and business-related challenges. Different financial challenges are taken into consideration while many of them are based on marketing theories such as agency theory, product life cycle, and optimal consumer experience. While highlighting topics including behavioral financing, corporate ethics, and Islamic banking, this book is ideally designed for financiers, marketers, financial analysts, marketing strategists, researchers, policymakers, government officials, academicians, students, and industry professionals.
Book Synopsis A Simple Empirical Model of Macroeconomic Effects on Agriculture by : John Kitchen
Download or read book A Simple Empirical Model of Macroeconomic Effects on Agriculture written by John Kitchen and published by . This book was released on 1989 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Global Structure of Financial Markets by : Dilip K. Ghosh
Download or read book The Global Structure of Financial Markets written by Dilip K. Ghosh and published by Routledge. This book was released on 2005-08-15 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume uses the original research of experienced contributors to explore recent changes in financial markets. Areas discussed include Latin America, Europe, the USA, Mexico and India. The book updates issues including: * Risk and its minimization * Business enterprise on world markets * Capital flows and capital flight * Offshore markets * Central bank intervention
Book Synopsis Monetary Theory and Monetary Policy by : S. Frowen
Download or read book Monetary Theory and Monetary Policy written by S. Frowen and published by Springer. This book was released on 1993-11-09 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: These new essays cover aspects of monetary theory as well as monetary policy, the prime objective being the development of intellectual tools in order to find new ways of thinking to existing and new monetary problems in an increasingly unstable world economy marked by rapid and often unexpected changes, partly caused by the disappearance of boundaries for financial transactions. By challenging the orthodox paradigms in monetary economics and generating controversy, the volume will be an essential reference point for economists, central and commercial bankers, businessmen and politicians.
