Common Trends and Common Cycles in Macroeconomic Data

Download Common Trends and Common Cycles in Macroeconomic Data PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 422 pages
Book Rating : 4.:/5 (318 download)

DOWNLOAD NOW!


Book Synopsis Common Trends and Common Cycles in Macroeconomic Data by : João Victor Issler

Download or read book Common Trends and Common Cycles in Macroeconomic Data written by João Victor Issler and published by . This book was released on 1993 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Modelling Trends and Cycles in Economic Time Series

Download Modelling Trends and Cycles in Economic Time Series PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 0230595529
Total Pages : 184 pages
Book Rating : 4.2/5 (35 download)

DOWNLOAD NOW!


Book Synopsis Modelling Trends and Cycles in Economic Time Series by : T. Mills

Download or read book Modelling Trends and Cycles in Economic Time Series written by T. Mills and published by Springer. This book was released on 2003-05-15 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.

Modelling Trends and Cycles in Economic Time Series

Download Modelling Trends and Cycles in Economic Time Series PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 3030763595
Total Pages : 219 pages
Book Rating : 4.0/5 (37 download)

DOWNLOAD NOW!


Book Synopsis Modelling Trends and Cycles in Economic Time Series by : Terence C. Mills

Download or read book Modelling Trends and Cycles in Economic Time Series written by Terence C. Mills and published by Springer Nature. This book was released on 2021-07-29 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.

ECCU Business Cycles

Download ECCU Business Cycles PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1451872186
Total Pages : 25 pages
Book Rating : 4.4/5 (518 download)

DOWNLOAD NOW!


Book Synopsis ECCU Business Cycles by : Mr.Wendell A. Samuel

Download or read book ECCU Business Cycles written by Mr.Wendell A. Samuel and published by International Monetary Fund. This book was released on 2009-04-01 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: With a fixed peg to the U.S. dollar for more than three decades, the tourism-dependent Eastern Caribbean Currency Union (ECCU) countries share a close economic relationship with the U.S. This paper analyzes the impact of the United States on ECCU business cycles and identifies possible transmission channels. Using two different approaches (the common trends and common cycles approach of Vahid and Engle (1993) and the standard VAR analysis), it finds that the ECCU economies are very sensitive to both temporary and permanent movements in the U.S. economy and that such linkages have strengthened over time. There is, however, less clear-cut evidence on the transmission channels. United States monetary policy does not appear to be an important channel of influence, while tourism is important for only one ECCU country.

Financial Econometrics

Download Financial Econometrics PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 1134091451
Total Pages : 337 pages
Book Rating : 4.1/5 (34 download)

DOWNLOAD NOW!


Book Synopsis Financial Econometrics by : Peijie Wang

Download or read book Financial Econometrics written by Peijie Wang and published by Routledge. This book was released on 2008-09-19 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes:- unit roots, cointegration and other develop

Econometric Analysis of the Real Estate Market and Investment

Download Econometric Analysis of the Real Estate Market and Investment PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 113454877X
Total Pages : 185 pages
Book Rating : 4.1/5 (345 download)

DOWNLOAD NOW!


Book Synopsis Econometric Analysis of the Real Estate Market and Investment by : Peijie Wang

Download or read book Econometric Analysis of the Real Estate Market and Investment written by Peijie Wang and published by Routledge. This book was released on 2003-09-02 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an economic and econometric analysis of real estate investment and real estate market behaviour. Peijie Wang examines fluctuations in the real estate business to reveal the mechanisms governing the interactions between the industry and other sectors of the economy.

The Oxford Handbook of Economic Forecasting

Download The Oxford Handbook of Economic Forecasting PDF Online Free

Author :
Publisher : Oxford University Press
ISBN 13 : 0199875510
Total Pages : 732 pages
Book Rating : 4.1/5 (998 download)

DOWNLOAD NOW!


Book Synopsis The Oxford Handbook of Economic Forecasting by : Michael P. Clements

Download or read book The Oxford Handbook of Economic Forecasting written by Michael P. Clements and published by Oxford University Press. This book was released on 2011-06-29 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook provides up-to-date coverage of both new and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and provide authoritative yet accessible accounts of the key concepts, subject matter, and techniques in a number of diverse but related areas. It covers the ways in which the availability of ever more plentiful data and computational power have been used in forecasting, in terms of the frequency of observations, the number of variables, and the use of multiple data vintages. Greater data availability has been coupled with developments in statistical theory and economic analysis to allow more elaborate and complicated models to be entertained; the volume provides explanations and critiques of these developments. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models, as well as models for handling data observed at mixed frequencies, high-frequency data, multiple data vintages, methods for forecasting when there are structural breaks, and how breaks might be forecast. Also covered are areas which are less commonly associated with economic forecasting, such as climate change, health economics, long-horizon growth forecasting, and political elections. Econometric forecasting has important contributions to make in these areas along with how their developments inform the mainstream.

The Econometric Modelling of Financial Time Series

Download The Econometric Modelling of Financial Time Series PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521624923
Total Pages : 386 pages
Book Rating : 4.6/5 (249 download)

DOWNLOAD NOW!


Book Synopsis The Econometric Modelling of Financial Time Series by : Terence C. Mills

Download or read book The Econometric Modelling of Financial Time Series written by Terence C. Mills and published by Cambridge University Press. This book was released on 1999-08-26 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides detailed coverage of the models currently being used in the empirical analysis of financial markets. Copyright © Libri GmbH. All rights reserved.

Quantitative And Empirical Analysis Of Energy Markets

Download Quantitative And Empirical Analysis Of Energy Markets PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 981447617X
Total Pages : 304 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis Quantitative And Empirical Analysis Of Energy Markets by : Apostolos Serletis

Download or read book Quantitative And Empirical Analysis Of Energy Markets written by Apostolos Serletis and published by World Scientific. This book was released on 2007-04-27 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book:• applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis• presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for shared and codependent cycles• uses recent advances in the financial econometrics literature to model time-varying returns and volatility in energy prices and to test for causal relationships between energy prices and their volatilities• explores the functioning of electricity markets and applies conventional models of time series analysis to investigate a number of issues regarding wholesale power prices in the western North American markets• applies tools from statistics and dynamical systems theory to test for nonlinear dynamics and deterministic chaos in a number of North American hydrocarbon markets (those of ethane, propane, normal butane, iso-butane, naptha, crude oil, and natural gas)

Who's Driving Whom? Analyzing External and Intra-Regional Linkages in the Americas

Download Who's Driving Whom? Analyzing External and Intra-Regional Linkages in the Americas PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1589067886
Total Pages : 179 pages
Book Rating : 4.5/5 (89 download)

DOWNLOAD NOW!


Book Synopsis Who's Driving Whom? Analyzing External and Intra-Regional Linkages in the Americas by : Mr.Jeronimo Zettelmeyer

Download or read book Who's Driving Whom? Analyzing External and Intra-Regional Linkages in the Americas written by Mr.Jeronimo Zettelmeyer and published by International Monetary Fund. This book was released on 2008-10-09 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a global economy beset by concerns over a growth recession, financial volatility, and rising inflation, countries in the Western Hemisphere have been among the few bright spots in recent years. This has not come as a surprise to those following the significant progress achieved by many countries in recent years, both in macroeconomic management and on the structural and institutional front. Hence, there can be little doubt, as this book argues, that economic and financial linkages between Latin America, the United States, and other important regions of the world economy have undergone profound change.

Central America

Download Central America PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1589067657
Total Pages : 212 pages
Book Rating : 4.5/5 (89 download)

DOWNLOAD NOW!


Book Synopsis Central America by : Mr.Dominique Desruelle

Download or read book Central America written by Mr.Dominique Desruelle and published by International Monetary Fund. This book was released on 2008-11-24 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Central America has made substantial progress in recent years in moving economic reforms forward and deepening regional and global integration. As result of these efforts, the region has experienced higher growth, increased capital inflows, and some reductions in poverty rates. But Central America remains vulnerable to adverse shocks and continues to face widespread poverty. While today Central America is in better condition to face such shocks, the current turmoil in global financial markets and U.S. growth slowdown could put at risk the hard-won gains of recent years. Faced with these challenges, the authorities are monitoring developments closely and are taking precautionary measures, but they also need to continue implementing productivity-enhancing reforms and measures aimed at reducing income inequality and poverty.

Financial Econometrics

Download Financial Econometrics PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 113409146X
Total Pages : 337 pages
Book Rating : 4.1/5 (34 download)

DOWNLOAD NOW!


Book Synopsis Financial Econometrics by :

Download or read book Financial Econometrics written by and published by Routledge. This book was released on with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Macroeconomic Policy in the Canadian Economy

Download Macroeconomic Policy in the Canadian Economy PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461510171
Total Pages : 214 pages
Book Rating : 4.4/5 (615 download)

DOWNLOAD NOW!


Book Synopsis Macroeconomic Policy in the Canadian Economy by : Panos Afxentiou

Download or read book Macroeconomic Policy in the Canadian Economy written by Panos Afxentiou and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: Macroeconomic Policy in the Canadian Economy investigates developments in Canada over the last forty years, using recent advances in the field of applied econometrics. In particular, the book analyzes the theoretical foundations of public sector activities and evaluates the several theories of government growth. Issues of convergence are also investigated as they manifest themselves in per capita income across Canadian provinces, and as to how successful government income equalization policies have been in furthering such convergence. Moreover, the openness of the Canadian economy is investigated in terms of the importance of exports on GDP growth and of its participation in the world of an internationally integrated capital market. The book also analyzes monetary policy issues and investigates the role of monetary aggregates and the effectiveness of monetary policy. Finally, it addresses the issue of the existence or not of electoral and partisan cycles in Canada, by incorporating both fiscal and monetary principles and applying them to the lively world of Canadian politics.

Business Fluctuations and Cycles

Download Business Fluctuations and Cycles PDF Online Free

Author :
Publisher : Nova Publishers
ISBN 13 : 9781600215032
Total Pages : 308 pages
Book Rating : 4.2/5 (15 download)

DOWNLOAD NOW!


Book Synopsis Business Fluctuations and Cycles by : T. Nagakawa

Download or read book Business Fluctuations and Cycles written by T. Nagakawa and published by Nova Publishers. This book was released on 2008 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: The business cycle or economic cycle refers to the periodic fluctuations of economic activity about its long term growth trend. The cycle involves shifts over time between periods of relatively rapid growth of output (recovery and prosperity), alternating with periods of relative stagnation or decline (contraction or recession). These fluctuations are often measured using the real gross domestic product. One of the government's main roles is to smooth out the business cycle and reduce its fluctuations. To call those alternances 'cycles' is rather misleading as they don't tend to repeat at fairly regular time intervals. Most observers find that their lengths (from peak to peak, or from trough to trough) vary, so that cycles are not mechanical in their regularity. Since no two cycles are alike in their details, some economists dispute the existence of cycles and use the word 'fluctuations' (or the like) instead. Others see enough similarities between cycles that the cycle is a valid basis of studying the state of the economy. A key question is whether or not there are similar mechanisms that generate recessions and/or booms that exist in capitalist economies so that the dynamics that appear as a cycle will be seen again and again. This new book presents leading-edge research in this field.

Business Cycle Synchronisation and Economic Integration

Download Business Cycle Synchronisation and Economic Integration PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3790828556
Total Pages : 197 pages
Book Rating : 4.7/5 (98 download)

DOWNLOAD NOW!


Book Synopsis Business Cycle Synchronisation and Economic Integration by : Marcus Kappler

Download or read book Business Cycle Synchronisation and Economic Integration written by Marcus Kappler and published by Springer Science & Business Media. This book was released on 2012-07-30 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers the reader a state-of-the-art overview on theory and empirics of business cycle synchronisation, structural reform and economic integration. Focusing on the ongoing integration process in the euro area and the EU, it analyses the integration process that has taken place since the 1980s and which is marked by the advent of the euro and the substantial enlargement that resulted from the accession of 12 new Member States in East and Southern Europe.

Handbook of Economic Forecasting

Download Handbook of Economic Forecasting PDF Online Free

Author :
Publisher : Elsevier
ISBN 13 : 0444513957
Total Pages : 1071 pages
Book Rating : 4.4/5 (445 download)

DOWNLOAD NOW!


Book Synopsis Handbook of Economic Forecasting by : G. Elliott

Download or read book Handbook of Economic Forecasting written by G. Elliott and published by Elsevier. This book was released on 2006-07-14 with total page 1071 pages. Available in PDF, EPUB and Kindle. Book excerpt: Section headings in this handbook include: 'Forecasting Methodology; 'Forecasting Models'; 'Forecasting with Different Data Structures'; and 'Applications of Forecasting Methods.'.

Existence and Causes of Insurance Cycles in Different Countries

Download Existence and Causes of Insurance Cycles in Different Countries PDF Online Free

Author :
Publisher : Haupt Verlag AG
ISBN 13 : 3258071462
Total Pages : 170 pages
Book Rating : 4.2/5 (58 download)

DOWNLOAD NOW!


Book Synopsis Existence and Causes of Insurance Cycles in Different Countries by : Ursina B. Meier

Download or read book Existence and Causes of Insurance Cycles in Different Countries written by Ursina B. Meier and published by Haupt Verlag AG. This book was released on 2006 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: