Cointegration, Codependence and Economic Fluctuations

Cointegration, Codependence and Economic Fluctuations PDF Author: Giampiero M. Gallo
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 44

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Book Description

Cointegration, Codependence and Economic Fluctuations

Cointegration, Codependence and Economic Fluctuations PDF Author: Giampiero M. Gallo
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 44

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Book Description


Econometric Analysis of the Real Estate Market and Investment

Econometric Analysis of the Real Estate Market and Investment PDF Author: Peijie Wang
Publisher: Routledge
ISBN: 113454877X
Category : Business & Economics
Languages : en
Pages : 185

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Book Description
This book provides an economic and econometric analysis of real estate investment and real estate market behaviour. Peijie Wang examines fluctuations in the real estate business to reveal the mechanisms governing the interactions between the industry and other sectors of the economy.

Cointegration

Cointegration PDF Author: Bhaskara B. Rao
Publisher: Springer
ISBN: 1349235296
Category : Business & Economics
Languages : en
Pages : 247

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Book Description
`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence of unit roots and how to estimate cointegration relationships. Original data are given to enable easy replications. Limitations of some existing unit root tests are also discussed.

Monetary Policy and Issues

Monetary Policy and Issues PDF Author: Lauren C. Williams
Publisher: Nova Publishers
ISBN: 9781594546679
Category : Business & Economics
Languages : en
Pages : 182

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Book Description
In the 1970's, many countries were plagued by persistently high inflation rates, which were thought to cause a significant loss in economic efficiency. Since persistent inflation is considered to be ultimately the result of monetary policy, many countries in the 1990s sought institutional reforms to their central banks to prevent a return to the 1970s experience. A popular reform was to move from giving central banks multiple policy goals to a single mandate of price stability. The single mandate was accompanied by the introduction of an inflation target, in which central banks aim to keep inflation within a pre-defined numerical range. The logic behind these reforms was a belief among proponents that it would remove the political temptation to 'pump up' the economy in the short run at the expense of long-run price stability, and a belief that 'fine tuning' monetary policy in response to every change in economic conditions, was of little value. This book develops quantitative measurements to analyse the success of inflation targeting abroad by comparing both the performance of targeters to non-targeters and the performance of countries before and after targeting was adopted.

Recent Developments in Cointegration

Recent Developments in Cointegration PDF Author: Katarina Juselius
Publisher: MDPI
ISBN: 3038429554
Category : Business & Economics
Languages : en
Pages : 219

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Book Description
This book is a printed edition of the Special Issue "Recent Developments in Cointegration" that was published in Econometrics

The Principles of Practical Cost-benefit Analysis

The Principles of Practical Cost-benefit Analysis PDF Author: Robert Sugden
Publisher:
ISBN: 9780198283393
Category :
Languages : en
Pages : 275

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Comment on Estimation and Interpretation of Empirical Studies in Industrial Economics

Comment on Estimation and Interpretation of Empirical Studies in Industrial Economics PDF Author: Jeroen Hinloopen
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 28

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Persistence, Cointegration and Aggregation

Persistence, Cointegration and Aggregation PDF Author: M. Hashem Pesaran
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 43

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Some Consequences of Temporal Aggregation of a VARIMA Process

Some Consequences of Temporal Aggregation of a VARIMA Process PDF Author: Massimiliano Marcellino
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 60

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Book Description


Practical Issues in Cointegration Analysis

Practical Issues in Cointegration Analysis PDF Author: Michael McAleer
Publisher: Wiley-Blackwell
ISBN: 9780631211983
Category : Business & Economics
Languages : en
Pages : 284

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Book Description
The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.