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New Directions in Macromodelling

About New Directions in Macromodelling

The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, 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.

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  • Language:
  • English
  • ISBN:
  • 9780444516336
  • Binding:
  • Hardback
  • Pages:
  • 252
  • Published:
  • December 23, 2004
  • Dimensions:
  • 156x234x16 mm.
  • Weight:
  • 532 g.
Delivery: 2-3 weeks
Expected delivery: December 4, 2024

Description of New Directions in Macromodelling

The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, 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.

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