Recent Econometric Techniques for Macroeconomic and Financial Data

Name: Recent Econometric Techniques for Macroeconomic and Financial Data
Brand: Springer Nature Switzerland AG
SKU: 9783030542542
Price: 63014 HUF
Availability: InStock

Szerző: Gilles Dufrénot

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer Nature Switzerland AG

Elérhetőség: Beszállítói készleten

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The book provides a comprehensive overview of the latest econometric methods for studying the dynami...

Információk a könyvről

Szerző

Gilles Dufrénot

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2021

oldal

404

EAN

9783030542542

ISBN

3030542548

Enbook ID

38362211

Kiadó

Springer Nature Switzerland AG

Súly

610

Méretek

155 x 235 x 22

Teljes leírás

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.

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Recent Econometric Techniques for Macroeconomic and Financial Data

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