Are Policy Variables Exogenous?, Balazs Horvath

Автор: Sahu
Название: Macroeconomic Variables and Security Prices in India during the Liberalized Period
ISBN: 1137492007 ISBN-13(EAN): 9781137492005
Издательство: Springer
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Цена: 13275.00 р.
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Описание: The liberalization and globalization of the Indian economy has made India more vulnerable to macro issues. This book provides a comprehensive analysis of the dynamic relationship between macroeconomic variables and stock prices in India. The research findings and policy implications discussed here may also be relevant for other emerging economies.

Автор: Clements
Название: Evaluating Econometric Forecasts of Economic and Financial Variables
ISBN: 1403941564 ISBN-13(EAN): 9781403941565
Издательство: Springer
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Цена: 14673.00 р.
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Описание: Financial econometrics is one of the greatest on-going success stories of recent decades, as it has become one of the most active areas of research in econometrics. It describes the methods of evaluating these more complex forecasts which provide a fuller description of the range of possible future outcomes.

Автор: Jaime Terceiro Lomba
Название: Estimation of Dynamic Econometric Models with Errors in Variables
ISBN: 3540523588 ISBN-13(EAN): 9783540523581
Издательство: Springer
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Цена: 12157.00 р.
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Описание: A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables is presented in this monograph. A complete analytical development of the expressions used in problems of estimation and verification of models in state-space form is presented.