The Census Bureau has recently begun releasing official statistics that measure the movements of firms in and out of business and workers in and out of jobs. The economic analyses in Producer Dynamics exploit this newly available data on establishments, firms, and workers, to address issues in...

Intro -- Contents -- Foreword -- Part 1: Crude Oil Markets -- 1 Unit Root Behavior in Energy Futures Prices -- 1.1 Introduction -- 1.2 Data -- 1.3 Empirical Evidence -- 1.3.1 Autocorrelation Based Tests -- 1.3.2 Univariate Tests for Unit Roots -- 1.4 Conclusions -- 2 Rational Expectations, Risk,...

The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines...

Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have...

Aus dem Vorwort: Angesichts der Vervielfachung der Verkehrsleistung und des Individualverkehrs sowie der damit verbundenen Städtebau- und Umweltprobleme kommt immer wieder der Vorschlag einer Korrektur des modal split zugunsten des ÖPNV auf, und zwar insbesondere bezüglich der Berufs- und...