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New Directions in Macromodelling

by Aleksander Welfe

Part of the Contributions to Economic Analysis Series

New Directions in Macromodelling Synopsis

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.

Book Information

ISBN: 9780444516336
Publication date: 24th December 2004
Author: Aleksander Welfe
Publisher: Elsevier Science Ltd an imprint of Emerald Publishing Limited
Format: Hardback
Pagination: 252 pages
Categories: Macroeconomics,

About Aleksander Welfe

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