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The structural econometric time series analysis approach
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ISBN: 9780521814072 0521814073 9780511493171 9780521187435 0511230451 0511231229 9780511231223 9780511228827 0511228821 0511229666 9780511229664 9780511230455 0511493177 9786610702930 6610702934 0521187435 1107159075 1280702931 0511331533 Year: 2004 Publisher: New York : Cambridge University Press,

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Abstract

Bringing together a collection of previously published work, this 2004 book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.


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Asymetric and fat-tails in financial time series
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ISBN: 9056811398 Year: 2002 Publisher: Maastricht : Universiteit Maastricht,


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To combine or not to combine? Issues of combining forecasts
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Year: 1991 Publisher: Louvain-la-Neuve: UCL. Center for operations research and econometrics,

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Banking and debt crises in Europe: the dangerous liaisons?
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Year: 2010 Publisher: Munich CESifo

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Book
To combine or not to combine? Issues of combining forecasts
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Year: 1991 Publisher: Louvain-la-Neuve Center for Operations Research and Econometrics

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Economics


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Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors
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Year: 1992 Publisher: Louvain-La-Neuve: UCL. Center for operations research and econometrics,

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Interrelated demand rational expectations models for two types of labour
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Year: 1989 Publisher: Louvain-la-Neuve: UCL. Département des sciences économiques,

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Book
Asymmetric adjustement costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors
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Year: 1992 Publisher: Louvain-la-Neuve Center for Operations Research and Econometrics

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Economic modelling and policy analysis
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ISBN: 1856280764 Year: 1991 Publisher: Aldershot Avebury

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Inflation differentials and excess returns in the European monetary system
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Year: 1993 Publisher: London : Centre for economic policy research,

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