Similarity Issues In Cointegration Analysis
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The Cointegrated VAR Model
Author | : Katarina Juselius |
Publisher | : OUP Oxford |
Total Pages | : 478 |
Release | : 2006-12-07 |
Genre | : Business & Economics |
ISBN | : 0191622966 |
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the common stochastic trends and the impulse response functions, providing in each case illustrations of applicability. This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.
Practical Issues in Cointegration Analysis
Author | : Michael McAleer |
Publisher | : Wiley-Blackwell |
Total Pages | : 284 |
Release | : 1999-08-03 |
Genre | : Business & Economics |
ISBN | : 9780631211983 |
The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.
Palgrave Handbook of Econometrics
Author | : Terence C. Mills |
Publisher | : Springer |
Total Pages | : 1406 |
Release | : 2009-06-25 |
Genre | : Business & Economics |
ISBN | : 0230244408 |
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Distributions of Error Correction Tests for Cointegration
Author | : Neil R. Ericsson |
Publisher | : |
Total Pages | : 58 |
Release | : 1999 |
Genre | : Cointegration |
ISBN | : |
Money, Stock Prices and Central Banks
Author | : Marcel Wiedmann |
Publisher | : Springer Science & Business Media |
Total Pages | : 489 |
Release | : 2011-05-05 |
Genre | : Business & Economics |
ISBN | : 3790826472 |
This contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. The main objective is to check whether liquidity conditions play an important role in stock market developments. As an innovation, liquidity conditions enter the analysis from three angles: in the form of a broad monetary aggregate, the interbank overnight rate and net capital flows, which represent the share of global liquidity that arrives in the respective country. A second aim is to understand whether central banks are able to influence the stock market.
China in the World Economy
Author | : Zhongmin Wu |
Publisher | : Routledge |
Total Pages | : 345 |
Release | : 2009-03-30 |
Genre | : Business & Economics |
ISBN | : 1135228019 |
China's economy continues to grow at a great rate, with important consequences for China's society and environment, as well as for the wider world economy. Reforms are being undertaken in many areas within China, both to encourage continued economic growth and also to mitigate the adverse effects of growth on society and the environment. This book, based on extensive original research by a wide range of leading experts, examines many key issues connected to China's economic growth and its impact. Subjects covered amongst many others include: growth and inequality; labour market reforms; technological innovations and their impact; employment, unemployment and training; and the search for economic development that is ecologically sustainable.
China's Three Decades of Economic Reforms
Author | : Xiaohui Liu |
Publisher | : Routledge |
Total Pages | : 481 |
Release | : 2009-09-10 |
Genre | : Business & Economics |
ISBN | : 1135256772 |
In the thirty years since China initiated economic reforms and its open-door policy, China has been transformed from a poor nation almost completely isolated from the global economy to an engine of growth of the world economy. China’s dynamic transition has been among the most dramatic developments of recent history; and its economy continues to grow rapidly, with important consequences for China’s own society and environment, as well as for the wider world. This book provides a fascinating insight into a wide range of issues on Chinese economy and its three decades of economic reforms. With well-researched, in-depth and comprehensive coverage of key topics, using the latest research findings, this book covers Chinese monetary policy and financial sector reforms; China’s income disparities; the emergence of China’s business groups; the implications of foreign direct investment and innovation and technological developments. The book will be an indispensable guide to scholars, entrepreneurs, policy-makers and all who are interested in China’s economic affairs.
East Asian Economic Issues
Author | : Jon D. Kendall |
Publisher | : World Scientific |
Total Pages | : 452 |
Release | : 1997 |
Genre | : Business & Economics |
ISBN | : 9789810232986 |
This book is a compilation of papers written jointly by the staff and students of the Applied Economics Division of the Nanyang Business School. It is unique, in that all the works included are the result of an extensive, equal and mutually beneficial collaboration between the students and staff. At the same time, they embody the highest level of technical and analytical rigor, and will be immensely relevant and useful to readers interested in East Asian economic issues. In particular, this volume will prove valuable for anyone interested in both the microeconomic and macroeconomic developments affecting Singapore and ASEAN.