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Author : Gianluca Moretti
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.3/5 ( download)
Download or read book Detecting Long Memory Co-movements in Macroeconomic Time Series written by Gianluca Moretti and published by . This book was released on 2007 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gilles Teyssière
Publisher : Springer Science & Business Media
ISBN 13 : 3540346252
Total Pages : 394 pages
Book Rating : 4.5/5 (43 download)
Download or read book Long Memory in Economics written by Gilles Teyssière and published by Springer Science & Business Media. This book was released on 2006-09-22 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
Author : M. A. Tieslau
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (596 download)
Download or read book Long Memory Models and Macroeconomic Time Series written by M. A. Tieslau and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gianluca Moretti
Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (868 download)
Download or read book Detenting Long Memory Co-movements in Macroeconomic Time Series written by Gianluca Moretti and published by . This book was released on 2007 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Marcus J. Chambers
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (246 download)
Download or read book Long Memory and Aggregation in Macroeconomic Time Series written by Marcus J. Chambers and published by . This book was released on 1995 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : B. Candelon
Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (249 download)
Download or read book Long Run, Seasonal and Cyclical Long Memory in Macroeconomic Time Series written by B. Candelon and published by . This book was released on 2003 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mustapha Belkhouja
Publisher :
ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.:/5 (8 download)
Download or read book Modelling Nonlinearities in Long-memory Time Series written by Mustapha Belkhouja and published by . This book was released on 2010 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation deals with the detection and the estimation of structural changes in long memory economic and financial time series. Within the rest three chapters we focused on the univariate case to model both the long range dependence and structural changes in the mean and the volatility of the examined series. In the beginning we just take into account abrupt regime switches but after we use more developed nonlinear models in order to capture the smooth time variations of the dynamics. Otherwise we analyse the efficiency of various techniques permitting to select the number of breaks and we assess the robustness of the used tests in a long memory environment via simulations. Last, this thesis was completed by an extension to multivariate models. These models allow us to detect the impact of some series on the others and identify the relationships among them. The interdependencies between the financial variables were studied and analysed both in the short and the long range. While structural changes were not considered in the last chapter, our multivariate model takes into account asymmetry effects and the long memory behaviour in the volatility.
Author : Lorenzo Forni
Publisher :
ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.3/5 ( download)
Download or read book The General Equilibrium Effects of Fiscal Policy written by Lorenzo Forni and published by . This book was released on 2007 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrea Brandolini
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book On Applying Synthetic Indices of Multidimensional Well-being written by Andrea Brandolini and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Davide Fantino
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book R&D and Market Structure in a Horizontal Differentiation Framework written by Davide Fantino and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Riccardo Cristadoro
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.3/5 ( download)
Download or read book Real Exchange Rate Volatility and Disconnect written by Riccardo Cristadoro and published by . This book was released on 2008 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Barbara Roffia
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book Excess Money Growth and Inflation Dynamics written by Barbara Roffia and published by . This book was released on 2007 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper analyses the shortrun impact of periods of strong monetary growth oninflation dynamics for 15 industrialised economies. We find that, over a 3-year horizon, the positive link between monetary aggregates and prices holds in approximately fifty percent ofthe cases. An econometric investigation suggests that a contemporaneous increase in the gap measures of the real stock price and real housing price and strong dynamics of loans to the private sector significantly increase the probability of turning an episode of excessive money growth into an inflationary out burst.
Author : Ivan Faiella
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book Accounting for Sampling Design in the SHIW written by Ivan Faiella and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Giorgio Gobbi
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book Does the Underground Economy Hold Back Financial Deepening? written by Giorgio Gobbi and published by . This book was released on 2007 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Guido Ascari
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)
Download or read book Optimal Monetary Policy Under Low Trend Inflation written by Guido Ascari and published by . This book was released on 2007 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Matteo Iacoviello
Publisher :
ISBN 13 :
Total Pages : 82 pages
Book Rating : 4.3/5 ( download)
Download or read book Housing Market Spillovers written by Matteo Iacoviello and published by . This book was released on 2008 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bernardo Bortolotti
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book Delayed Privatization written by Bernardo Bortolotti and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
