Author: Perron, PierrePublisher: Montréal : Dép. de science économique, Université de Montréal
ISBN:
Category :
Languages : en
Pages : 49
Book Description
Trends and Random Walks in Macroeconomic Time Series : Further Evidence from a New Approach
Author: Perron, PierrePublisher: Montréal : Dép. de science économique, Université de Montréal
ISBN:
Category :
Languages : en
Pages : 49
Book Description
Trends and Random Walks in Macroeconomic Time Series
Author: Glenn D. RudebuschPublisher:
ISBN:
Category : Macroeconomics
Languages : en
Pages : 58
Book Description
New Directions in Time Series Analysis
Author: David BrillingerPublisher: Springer Science & Business Media
ISBN: 1461392969
Category : Mathematics
Languages : en
Pages : 391
Book Description
This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.
Trends and Random Walks in Macroeconomic Time Series
Author: Charles R.. NelsonTests of Trend Versus Random Walk in Macroeconomic Time Series
Author: Denis Eugene KwiatkowskiPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 326
Book Description
New Trends in Macroeconomics
Author: Claude DieboltPublisher: Springer Science & Business Media
ISBN: 3540285563
Category : Business & Economics
Languages : en
Pages : 244
Book Description
This text provides a new approach to the subject, including a comprehensive survey of novel theoretical approaches, methods, and models used in macroeconomics and macroeconometrics. The book gives extensive insight into economic policy, incorporates a strong international perspective, and offers a broad historical perspective.
Applied Time Series Analysis
Author: Terence C. MillsPublisher: Academic Press
ISBN: 0128131179
Category : Business & Economics
Languages : en
Pages : 354
Book Description
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.
New Developments in Time Series Econometrics
Author: Jean-Marie DufourPublisher: Springer Science & Business Media
ISBN: 3642487424
Category : Business & Economics
Languages : en
Pages : 248
Book Description
This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.
Demand and Supply of Aggregate Exports of Goods and Services
Author: Hubert M. StraussPublisher: Springer Science & Business Media
ISBN: 9783540222941
Category : International trade
Languages : en
Pages : 262
Book Description
Essays in International Money and Finance
Author: James R LothianPublisher: World Scientific
ISBN: 9813148314
Category : Business & Economics
Languages : en
Pages : 820
Book Description
The aim of the book is to make the author's scholarly research in the areas of international finance and monetary economics easily accessible to other researchers and students. The articles included in the book span a wide range. The topics include the behavior of the three key relations in international finance, purchasing power parity, interest rate parity and real interest rate equality, the relation between money and other key economic variables, financial globalization and the transmission of economic disturbances internationally.