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Estimating Sectoral Cycles Using Cointegration And Common Features
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Author :Sharon Kozicki Publisher :Ann Arbor, Mich. : University Microfilms International ISBN 13 : Total Pages :234 pages Book Rating :4.:/5 (318 download)
Book Synopsis Theory and Applications of Common Features by : Sharon Kozicki
Download or read book Theory and Applications of Common Features written by Sharon Kozicki and published by Ann Arbor, Mich. : University Microfilms International. This book was released on 1992 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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:
Book Synopsis Techniques for Estimating Dynamic Comovement with an Application to Common International Output Fluctuations by : Sharon Kozicki
Download or read book Techniques for Estimating Dynamic Comovement with an Application to Common International Output Fluctuations written by Sharon Kozicki and published by . This book was released on 1993 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Discussion Paper written by and published by . This book was released on 1992 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Inflation, Employment and Business Fluctuations by : Bozzano G Luisa
Download or read book Inflation, Employment and Business Fluctuations written by Bozzano G Luisa and published by Elsevier. This book was released on 2000-11-16 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Textbook on Macroeconomic Knowledge and Analysis
Book Synopsis NBER Reporter by : National Bureau of Economic Research
Download or read book NBER Reporter written by National Bureau of Economic Research and published by . This book was released on 1996 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on the Comovements of Output by : Lucio Picci
Download or read book Essays on the Comovements of Output written by Lucio Picci and published by . This book was released on 1996 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Book Synopsis ECONOMICS LETTERS VOLUME 47 NO. 1 JANUARY 1995 by : ERIC MASKIN
Download or read book ECONOMICS LETTERS VOLUME 47 NO. 1 JANUARY 1995 written by ERIC MASKIN and published by . This book was released on 1995 with total page 956 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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
Download or read book Report written by and published by . This book was released on 1972 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Multilateral Tariff Cooperation During the Formation of Customs Unions by : Kyle Bagwell
Download or read book Multilateral Tariff Cooperation During the Formation of Customs Unions written by Kyle Bagwell and published by . This book was released on 1993 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study the implications of customs union formation for multilateral tariff cooperation. We model cooperation in multilateral trade policy as self-enforcing, in that it involves balancing the current gains from deviating unilaterally from an agreed-upon trade policy against the future losses from forfeiting the benefits of multilateral cooperation that such a unilateral defection would imply. The early stages of the process of customs union formation are shown to alter this dynamic incentive constraint in a way that leads to a temporary 'honeymoon' for liberal multilateral trade policies. We find, however, that the harmony between customs unions and multilateral liberalization is temporary: Eventually, as the full impact of the emerging customs union becomes felt, a less favorable balance between current and future conditions reemerges, and the liberal multilateral policies of the honeymoon phase cannot be sustained. We argue that this is compatible with the evolving implications of the formation of the European Community customs union for the ability to sustain liberal multilateral trade policies under the General Agreement of Tariffs and Trade.
Download or read book Progress Report written by and published by . This book was released on 1997 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates? by : Kathryn M. Dominguez
Download or read book Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates? written by Kathryn M. Dominguez and published by . This book was released on 1993 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the abandonment of the Bretton Woods system of fixed exchange rates in the early 1970s, exchange rates have displayed a surprisingly high degree of time-conditional volatility. This volatility can be explained statistically using autoregressive conditional heteroscedasticity models, but there remains the question of the economic source of this volatility. Central bank intervention policy may provide part of the explanation. Previous work has shown that central banks have relied heavily on intervention policy to influence the level of exchange rates, and that these operations have, at times, been effective. This paper investigates whether central bank interventions have also influenced the variance of exchange rates. The results from daily and weekly GARCH models of the $/DM and $/Yen rates over the period 1985 to 1991 indicate that publicly known Fed intervention generally decreased volatility over the full period. Further, results indicate that intervention need not be publicly known for it to influence the conditional variance of exchange rate changes. Secret intervention operations by both the Fed and the Bundesbank generally increased exchange rates volatility over the period.
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.
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:
