and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical … models for volatility, correlation and of high-frequency financial data; and new approaches to panel regression, as well as a …

economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An …

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 …

the fields of spatial econometrics, panel time-series analysis and structural simultaneous equation modelling to analyse …1 Introduction and Outline -- Part I: Internal Migration and the Labor Market -- 2 Panel VAR for Internal Migration …-Trade-FDI -- Part III: Growth, Factor and Final Demand -- 8 Dynamic Simultaneous Equations with Panel Data -- 9 Effects of Capital …

Dependence -- The Estimation of Gravity Models in International Trade -- Modelling Housing Using Multi-dimensional Panel Data … of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic … analysis. The available models formulations became more complex, the estimation and hypothesis testing methods more …

Contents -- 1 Introduction -- 2 Linear Spatial Dependence Models -- for Cross-Section Data -- 3 Spatial Panel Data …, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model …

Spatial Econometrics is a rapidly evolving field born from the joint efforts of economists, statisticians … econometrics methods with a number of contributions specifically focused on the spatial concentration of economic activities and … employment. Most of the papers appearing in this book were solicited from the International Workshop on Spatial Econometrics and …

Monetary Policy in Switzerland Comparison of Inflation and Price-Level Targeting Bayesian Estimation of a Small Open DSGE Model … macroeconomics, monetary economics and econometrics …