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Author : Agustín Maravall
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (318 download)
Download or read book Use and Misuse of Unobserved Components in Economic Forecasting written by Agustín Maravall and published by . This book was released on 1993 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Francis Vitek
Publisher : International Monetary Fund
ISBN 13 : 1475599560
Total Pages : 77 pages
Book Rating : 4.4/5 (755 download)
Download or read book Policy Analysis and Forecasting in the World Economy written by Francis Vitek and published by International Monetary Fund. This book was released on 2012-06-01 with total page 77 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
Author : Francis Vitek
Publisher : International Monetary Fund
ISBN 13 : 1451873859
Total Pages : 44 pages
Book Rating : 4.4/5 (518 download)
Download or read book Monetary Policy Analysis and Forecasting in the World Economy written by Francis Vitek and published by International Monetary Fund. This book was released on 2009-10-01 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and across economies. A variety of monetary policy analysis and forecasting applications of the estimated model are demonstrated, based on a novel Bayesian framework for conditioning on judgment.
Author : Francis Vitek
Publisher : International Monetary Fund
ISBN 13 : 1455201359
Total Pages : 49 pages
Book Rating : 4.4/5 (552 download)
Download or read book Monetary Policy Analysis and Forecasting in the Group of Twenty written by Francis Vitek and published by International Monetary Fund. This book was released on 2010-06-01 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and across economies. A variety of monetary policy analysis and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
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 : Daniel Peña
Publisher : John Wiley & Sons
ISBN 13 : 1118031229
Total Pages : 494 pages
Book Rating : 4.1/5 (18 download)
Download or read book A Course in Time Series Analysis written by Daniel Peña and published by John Wiley & Sons. This book was released on 2011-01-25 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include: Contributions from eleven of the worldâ??s leading figures in time series Shared balance between theory and application Exercise series sets Many real data examples Consistent style and clear, common notation in all contributions 60 helpful graphs and tables Requiring no previous knowledge of the subject, A Course in Time Series Analysis is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis. An Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.
Author : Agustín Maravall
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.F/5 ( download)
Download or read book Unobserved Components in Economic Time Series written by Agustín Maravall and published by . This book was released on 1993 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrew C. Harvey
Publisher : Oxford University Press on Demand
ISBN 13 : 0199278695
Total Pages : 475 pages
Book Rating : 4.1/5 (992 download)
Download or read book Readings in Unobserved Components Models written by Andrew C. Harvey and published by Oxford University Press on Demand. This book was released on 2005 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature. - ;This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with th.
Author : Gabriele Fiorentini
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book Unobserved Components in ARCH Models written by Gabriele Fiorentini and published by . This book was released on 1994 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Agustín Maravall
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.F/5 ( download)
Download or read book Estimation Error and the Specification of Unobserved Component Models written by Agustín Maravall and published by . This book was released on 1994 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 368 pages
Book Rating : 4.:/5 (334 download)
Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1994-08-26 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : European University Institute
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.X/5 (2 download)
Download or read book The President's Annual Report written by European University Institute and published by . This book was released on 1994 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : European University Institute
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.3/5 (91 download)
Download or read book Report of Activities written by European University Institute and published by . This book was released on 1994 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 286 pages
Book Rating : 4.X/5 (6 download)
Download or read book المجلة الإحصائية المصرية written by and published by . This book was released on 1996 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 624 pages
Book Rating : 4.:/5 (4 download)
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1994 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lucio Sarno
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.X/5 (6 download)
Download or read book The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets written by Lucio Sarno and published by . This book was released on 1999 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert Waldmann
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (318 download)
Download or read book Predicting the Signs of Forecast Errors written by Robert Waldmann and published by . This book was released on 1995 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
