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New Directions in Macromodelling

Edited by Aleksander Welfe

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normal price: R 7 179.95

Price: R 6 820.95


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The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: 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. Volatility is analysed within traditional and Bayesian approach.

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Normally shipped | Available from overseas. Usually dispatched in 14 days
Publisher | Emerald Publishing Limited
Published date | 24 Dec 2004
Language |
Format | Hardback
Pages | 252
Dimensions | 234 x 156 x 16mm (L x W x H)
Weight | 532g
ISBN | 978-0-4445-1633-6
Readership Age |
BISAC | business & economics / econometrics


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