New Directions in Macromodelling |
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| Author:
| Welfe, Aleksander |
| Series title: | Contributions to Economic Analysis Ser. |
| ISBN: | 978-0-444-51633-6 |
| Publication Date: | Mar 2005 |
| Publisher: | Emerald Publishing Limited
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| Book Format: | Hardback |
| List Price: | AUD $286.95 |
Book Description:
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The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) variables and structuralization of VAR.
The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) variables and structuralization of VAR.