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Author : Jean-Marie Dufour
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (936 download)
Download or read book Short Run and Long Run Causality in Time Series written by Jean-Marie Dufour and published by . This book was released on 2003 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean-Marie Dufour
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (247 download)
Download or read book Short-run and Long-run Causality in Time Series written by Jean-Marie Dufour and published by . This book was released on 1995 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean-Marie Dufour
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (18 download)
Download or read book Short Run and Long Run Causality in Time Series written by Jean-Marie Dufour and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dufour, Jean-Marie
Publisher : Montréal : Université de Montréal, Dép. de sciences économiques
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (247 download)
Download or read book Short-run and Long-run Causality in Time Series : Theory written by Dufour, Jean-Marie and published by Montréal : Université de Montréal, Dép. de sciences économiques. This book was released on 1995 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tarak Nath Sahu
Publisher : Springer
ISBN 13 : 1137492015
Total Pages : 230 pages
Book Rating : 4.1/5 (374 download)
Download or read book Macroeconomic Variables and Security Prices in India during the Liberalized Period written by Tarak Nath Sahu and published by Springer. This book was released on 2016-01-01 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: The liberalization and globalization of the Indian economy has made India more vulnerable to macro issues. This book provides a comprehensive analysis of the dynamic relationship between macroeconomic variables and stock prices in India. The research findings and policy implications discussed here may also be relevant for other emerging economies.
Author : Gebhard Kirchgässner
Publisher : Springer Science & Business Media
ISBN 13 : 9783540687351
Total Pages : 288 pages
Book Rating : 4.6/5 (873 download)
Download or read book Introduction to Modern Time Series Analysis written by Gebhard Kirchgässner and published by Springer Science & Business Media. This book was released on 2008-08-27 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.
Author : John Hunter
Publisher : Springer
ISBN 13 : 113731303X
Total Pages : 502 pages
Book Rating : 4.1/5 (373 download)
Download or read book Multivariate Modelling of Non-Stationary Economic Time Series written by John Hunter and published by Springer. This book was released on 2017-05-08 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
Author : R. Carter Hill
Publisher : Emerald Group Publishing
ISBN 13 : 1785607863
Total Pages : 680 pages
Book Rating : 4.7/5 (856 download)
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.
Author : S. Burke
Publisher : Springer
ISBN 13 : 0230005780
Total Pages : 253 pages
Book Rating : 4.2/5 (3 download)
Download or read book Modelling Non-Stationary Economic Time Series written by S. Burke and published by Springer. This book was released on 2005-06-14 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Author : Dek Terrell
Publisher : Emerald Group Publishing
ISBN 13 : 1781903093
Total Pages : 500 pages
Book Rating : 4.7/5 (819 download)
Download or read book 30th Anniversary Edition written by Dek Terrell and published by Emerald Group Publishing. This book was released on 2012-12-17 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty successful years of the series, Thomas Fomby and R. Carter Hill.
Author : Siem Jan Koopman
Publisher : Oxford University Press
ISBN 13 : 0191506575
Total Pages : 384 pages
Book Rating : 4.1/5 (915 download)
Download or read book Unobserved Components and Time Series Econometrics written by Siem Jan Koopman and published by Oxford University Press. This book was released on 2015-11-19 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, the work covers three main topics: the theory and methodology for unobserved components time series models; applications of unobserved components time series models; and time series econometrics and estimation and testing. These types of time series models have seen wide application in economics, statistics, finance, climate change, engineering, biostatistics, and sports statistics. The volume effectively provides a key review into relevant research directions for UC time series econometrics and will be of interest to econometricians, time series statisticians, and practitioners (government, central banks, business) in time series analysis and forecasting, as well to researchers and graduate students in statistics, econometrics, and engineering.
Author : Steven Durlauf
Publisher : Springer
ISBN 13 : 0230280838
Total Pages : 417 pages
Book Rating : 4.2/5 (32 download)
Download or read book Macroeconometrics and Time Series Analysis written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Author : Mihir Kumar Pal
Publisher : Emerald Group Publishing
ISBN 13 : 1803825790
Total Pages : 299 pages
Book Rating : 4.8/5 (38 download)
Download or read book The Impact of Environmental Emissions and Aggregate Economic Activity on Industry written by Mihir Kumar Pal and published by Emerald Group Publishing. This book was released on 2023-02-06 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: By introducing emissions as an input in an aggregate production function, The Impact of Environmental Emissions and Aggregate Economic Activity on Industry: Theoretical and Empirical Perspectives enhances an awareness of the trade-off between emissions and growth where the intersection between economy and environment needs it most.
Author : Natascha Klocker
Publisher : Routledge
ISBN 13 : 1351376217
Total Pages : 310 pages
Book Rating : 4.3/5 (513 download)
Download or read book Population, Migration and Settlement in Australia and the Asia-Pacific written by Natascha Klocker and published by Routledge. This book was released on 2018-12-07 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The chapters in this book reflect on the work of seminal Australian geographer, the late Professor Graeme Hugo. Graeme Hugo was widely respected because of his impressive contributions to scholarship and policy in the fields of migration, population and development, which spanned several decades. This collection of works contains contributions from authors whose own research has been influenced by Hugo; and includes numerous authors who worked closely with Hugo throughout his career. The collection provides an opportunity to reflect on Hugo’s legacy, and also to foreground contemporary scholarship in his key areas of research focus. The chapters are organised into two thematic threads. Part I contains works relating to ‘Population, Migration and Settlement in Australia’, while Part II focuses on ‘Labour and Environmental Migration in the Asia-Pacific’. Together, these two thematic threads provide broad coverage of Graeme Hugo’s key areas of research focus. The chapters also serve as a reminder of Hugo’s steadfast concern with producing careful scholarship for the public good, and seek to prompt continued work in this vein. The chapters originally published in special issues in Australian Geographer.
Author : David A. Belsley
Publisher : John Wiley & Sons
ISBN 13 : 0470748907
Total Pages : 514 pages
Book Rating : 4.4/5 (77 download)
Download or read book Handbook of Computational Econometrics written by David A. Belsley and published by John Wiley & Sons. This book was released on 2009-08-18 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
Author : Efthymios G. Tsionas
Publisher : Springer Science & Business Media
ISBN 13 : 3319011715
Total Pages : 308 pages
Book Rating : 4.3/5 (19 download)
Download or read book The Euro and International Financial Stability written by Efthymios G. Tsionas and published by Springer Science & Business Media. This book was released on 2013-10-31 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: As a result of the financial crisis, the weaknesses of the Eurozone, including the public debt crisis, materialized in severe depressions in certain of its country members. In this monograph, the author analyzes structural weaknesses of the Eurozone and argues that they can be traced to (i) institutional differences, (ii) differences in the economic structures, (iii) the fundamental inability of European Bureaucracy to deal with crises, and (iv) the extreme rigidity of markets which prevents a general equilibrium in product and credit markets. He concludes that whether the Eurozone is sustainable, depends on future monetary and credit policies, and discusses the implications of reforming it in the best interest of the international banking and financial system. The recent policies of the ECB of “cheap” credit expansion are examined in detail. The approach of the work is along the lines of von Mises’ and Hayek’s Austrian tradition; additionally, substantive international empirical evidence supporting this Austrian approach is presented.
Author : International Monetary Fund. Research Dept.
Publisher : International Monetary Fund
ISBN 13 : 9781589064546
Total Pages : 294 pages
Book Rating : 4.0/5 (645 download)
Download or read book World Economic Outlook, September 2005 written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 2005-04-12 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: The World Economic Outlook, published twice a year in English, French, Spanish, and Arabic, presents IMF staff economists' analyses of global economic developments during the near and medium term. Chapters give an overview of the world economy; consider issues affecting industrial countries, and economics in transition to market; and address topics of pressing current interest. Annexes, boxes, charts, and an extensive statistical appendix augment the text.
