New directions in macromodelling / edited by Aleksander Welfe.

Other author Welfe, Aleksander.
Format Electronic
Publication InfoAmsterdam ; Boston : Elsevier,
Descriptionxii, 236 p. : ill. ; 24 cm.
Supplemental ContentFull text available from Emerald Business, Management & Economics Book Series
Subjects

SeriesContributions to economic analysis ; 269
Contents Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- A small sample correction of the Dickey-Fuller test / S©ıren Johansen -- Inflation, money growth, and I(2) analysis / Katarina Juselius -- Recent advances in cointegration analysis / Helmut L©ơtkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification / Jacek Osiewalski, Mateusz Pipie¿¿ -- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr K♯¿b¿¿owski -- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer.
General noteIncludes bibliographical references indexes.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2006273116
ISBN0444516336

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