Similar Search Results

Neusser, Klaus - 2016

VAR Models -- 13. Forecasting with VAR Models -- 14. Interpretation of VAR Models -- 15. Co-integration -- 16. The Kalman …

Persistent link: https://www.econbiz.de/10012397877

Kointegrationskonzepte für die Kreditrisikomodellierung : Systematische Kreditrisiken und makroökonomische Theorienbildung

Wagatha, Matthias - 2005 - Gabler Edition Wissenschaft

In den letzten Jahren sind die Messung und die Steuerung von Kreditrisiken aufgrund der verschlechterten makroökonomischen Rahmenbedingungen und der daraus resultierenden Zunahme der Insolvenzen ins Zentrum des Interesses gerückt. Verstärkt wird diese Entwicklung durch die vom Baseler...

Persistent link: https://www.econbiz.de/10013517344

Topics in Dynamic Model Analysis : Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems

Faliva, Mario (contributor); Zoia, Maria Grazia (contributor) - 2006

Provides an analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes.The book also presents an analytical setting to guide the formulation and solution in closed...

Persistent link: https://www.econbiz.de/10013520512

Money, Stock Prices and Central Banks : A Cointegrated VAR Analysis

Wiedmann, Marcel - 2011

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...

Persistent link: https://www.econbiz.de/10014015328

New Introduction to Multiple Time Series Analysis

Lütkepohl, Helmut - 2005

Persistent link: https://www.econbiz.de/10013520820

Dynamic Model Analysis : Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems

Faliva, Mario (contributor); Zoia, Maria Grazia (contributor) - 2009

Persistent link: https://www.econbiz.de/10013521068

Bangladesh's Road to Long-term Economic Prosperity : Risks and Challenges

Quibria, M. G. - 2019

Governor of the Central Bank of Bangladesh “Policy makers and general readers including specialists would find this lucid … analysis very useful.” - Nurul Islam, Deputy Chairman of the First Planning commission of Bangladesh “The author provides both … valuable caution and useful guides to everyone interested in Bangladesh’s economic future.” - Salim Rashid, Emeritus Professor …

Persistent link: https://www.econbiz.de/10012397087

The Economy of South Asia : From 1950 to the Present

Roy, Tirthankar - 2017

between the five large countries in the region: India, Pakistan, Bangladesh, Sri Lanka and Nepal. It shows why, despite … Economy I: India, Pakistan and Bangladesh -- Chapter 4. The State and the Economy II: Sri Lanka and Nepal -- Chapter 5. Growth … -- Chapter 9. Trade and Industry II: Pakistan, Bangladesh, Sri Lanka and Nepal -- Chapter 10. Business -- Chapter 11. Migration …

Persistent link: https://www.econbiz.de/10012397274

Money, Capital Formation and Economic Growth : International Comparison with Time Series Analysis

Amano, Masanori - 2013

This book proposes new methods of detecting causality among several dynamic variables and of estimating divisions of nominal income changes into changes in output and prices. Amano builds on established traditions of macro-dynamics and the theories of Keynes and Freidman, while providing...

Persistent link: https://www.econbiz.de/10012106356

GHG Emissions and Economic Growth : A Computable General Equilibrium Model Based Analysis for India

Pal, Barun Deb - 2015

Chapter 1: Economic Growth and GHG emissions: Policy Perspective from past Indian studies -- Chapter 2: Social Accounting Matrix of India: Concepts and Construction -- Chapter 3: Environmentally Extended Social Accounting Matrix of India: Definition and Construction Methodology -- Chapter 4:...

Persistent link: https://www.econbiz.de/10014021222

1
2
3
4
5
6
7
8
9
10
Next
Last