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New Directions in Macromodelling by Aleksander Welfe


New Directions in Macromodelling by Aleksander Welfe

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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Book Info

Publication date

24th December 2004


Aleksander Welfe

More books by Aleksander Welfe
Author 'Like for Like'


Elsevier Science Ltd an imprint of Emerald Publishing Limited


252 pages





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