| 書目名稱 | Recent Econometric Techniques for Macroeconomic and Financial Data |
| 編輯 | Gilles Dufrénot,Takashi Matsuki |
| 視頻video | http://file.papertrans.cn/824/823261/823261.mp4 |
| 概述 | Applies econometric methods to a wide range of issues in macroeconomics and financial economics.Offers new tools for studying non-linear and non-stationary behaviors.Explores topics such as non-linear |
| 叢書名稱 | Dynamic Modeling and Econometrics in Economics and Finance |
| 圖書封面 |  |
| 描述 | .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 metho |
| 出版日期 | Book 2021 |
| 關(guān)鍵詞 | Quantile Spectrum and Copulas; Dynamic Hierarchical Factor Models; Nonlinear Models; Time-varying Model |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-54252-8 |
| isbn_softcover | 978-3-030-54254-2 |
| isbn_ebook | 978-3-030-54252-8Series ISSN 1566-0419 Series E-ISSN 2363-8370 |
| issn_series | 1566-0419 |
| copyright | Springer Nature Switzerland AG 2021 |
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-14 07:43
發(fā)表于 2025-3-21 18:01:10
