Téléchargez le livre : Recent Econometric Techniques for Macroeconomic and Financial Data

Recent Econometric Techniques for Macroeconomic and Financial Data



de

,

Éditeur :

Springer


Paru le : 2020-11-21



eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
158,24 €
Téléchargement immédiat
Dès validation de votre commande
Ajouter à ma liste d'envies
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space models and new classes of volatility models.


The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.
Pages
387 pages
Collection
n.c
Parution
2020-11-21
Marque
Springer
EAN papier
9783030542511
EAN PDF
9783030542528
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
38
Taille du fichier
10721 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
158,24 €
EAN EPUB
9783030542528
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
38
Taille du fichier
40765 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
158,24 €

Gilles Dufrénot is a Professor of Economics at Aix-Marseille School of Economics in France. His main fields of interest are applied econometrics in macroeconomics and finance. He has published in international journals including the Journal of Economic dynamics and Control, Macroeconomic Dynamics, Journal of International Money and finance, Oxford Economic Papers. He has been a guest editor for several journals on issues related to nonlinear dynamics, macroeconometrics and computational economics.

 

Takeshi Matsuki is a Professor of Econometrics and Statistics at the University of Osaka-Gakuin in Japan. He specializes in forecasting methods, nonlinear systems and nonstationary panels in economics and finance. He has proposed new techniques for investigating international spillovers in international markets, channeling quantitative easing policies and identifying structural breaks in economic time series.


Suggestions personnalisées