Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables
Author | : M. Hashem Pesaran |
Publisher | : |
Total Pages | : 25 |
Release | : 1997 |
Genre | : Economics, Mathematical |
ISBN | : |
Download Structural Analysis Of Vector Error Correction Models With Exogenous I1 Variables full books in PDF, epub, and Kindle. Read online free Structural Analysis Of Vector Error Correction Models With Exogenous I1 Variables ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author | : M. Hashem Pesaran |
Publisher | : |
Total Pages | : 25 |
Release | : 1997 |
Genre | : Economics, Mathematical |
ISBN | : |
Author | : Cheng Hsiao |
Publisher | : Cambridge University Press |
Total Pages | : 563 |
Release | : 2014-11-24 |
Genre | : Business & Economics |
ISBN | : 1139992643 |
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.
Author | : Filippo di Mauro |
Publisher | : OUP Oxford |
Total Pages | : 299 |
Release | : 2013-02-28 |
Genre | : Business & Economics |
ISBN | : 0191649082 |
The GVAR is a global Vector autoregression model of the global economy. The model was initially developed in the early 2000 by Professor Pesaran and co-authors, for the main purpose of analysing credit risk in a globalised economy. Starting from mid-2000 the model was substantially enlarged in the context of a project financed by the ECB, to comprise all major economies and the Euro area as a whole. The purpose of this version was to exploit the rich modelisation of international linkages in order to simulate and analyse global macro scenarios of high policy interest. The rich, yet manageable, specification of international linkages has stimulated a vast literature on the GVAR. Since early 2011, the basic model - and its data base - has also available on a dedicated GVAR-Toolbox website with an easy-to-use interface allowing practical applications by an extended audience, as well as more complex analysis by the expert public. The book provides an overview of the extensions and applications of the GVAR which have been developed in recent years. Such applications are grouped in three main categories: 1) International transmission and forecasting; 2) Finance applications; and 3) Regional applications. By using a language which is accessible to not econometricians, the book reaches out to the extended audience of practitioners and policy makers interested in understanding channels and impacts of international linkages.
Author | : Sean Holly |
Publisher | : Cambridge University Press |
Total Pages | : 324 |
Release | : 2000-09-14 |
Genre | : Business & Economics |
ISBN | : 9780521650694 |
The latest techniques used in modelling the economy with policy analysis and applications.
Author | : International Monetary Fund |
Publisher | : International Monetary Fund |
Total Pages | : 92 |
Release | : 1999-01-07 |
Genre | : Business & Economics |
ISBN | : 145181870X |
This Selected Issues paper presents a description of fiscal developments in Ireland since 1980. It attempts to decompose the improvement in the fiscal accounts into contributions from pure fiscal policy measures and contributions from other factors. Fiscal policy in 1997 and the budget for 1998 are outlined, and a discussion of the implications of the Stability and Growth Pact for policy formulation in Ireland is presented. The paper also examines the supervision system in Ireland and the performance of lending institutions.
Author | : Gebhard Kirchgässner |
Publisher | : Springer Science & Business Media |
Total Pages | : 288 |
Release | : 2008-08-27 |
Genre | : Business & Economics |
ISBN | : 9783540687351 |
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.
Author | : Anthony Garratt |
Publisher | : Oxford University Press (UK) |
Total Pages | : 402 |
Release | : 2012-03-15 |
Genre | : Business & Economics |
ISBN | : 0199650462 |
Providing a description of the state of modelling in global and national economies, this title introduces an approach to modelling that can readily be adopted for use in understanding how economies work and in generating forecasts for decision-makers and policy-makers alike.
Author | : World Bank |
Publisher | : World Bank Publications |
Total Pages | : 174 |
Release | : 2008-06-06 |
Genre | : Business & Economics |
ISBN | : 0821373897 |
'Global Development Finance' the World Bank's annual report on the external financing of developing countries provides monitoring and analysis of development finance, identifying key emerging trends and policy challenges in international financial flows that are likely to affect the growth prospects of developing countries. As major financial institutions currently recognize losses from the U.S. subprime mortgage market crisis and rebuild their balance sheets through a more conservative approach to lending and risk management, the central theme of this year's report will be the market for international bank credit to developing countries.It is an indispensable resource for governments, economists, investors, financial consultants, academics, bankers, and the entire development community. 'Vol I: Analysis and Outlook' reviews recent trends in financial flows to developing countries.
Author | : Lászlo Mátyás |
Publisher | : Springer Science & Business Media |
Total Pages | : 966 |
Release | : 2008-04-06 |
Genre | : Business & Economics |
ISBN | : 3540758925 |
This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.