A Macroeconometric Model for Saudi Arabia, Hasanov

Автор: Dave, Chetan; DeJong, David N.
Название: Structural Macroeconometrics
ISBN: 069115287X ISBN-13(EAN): 9780691152875
Издательство: Wiley
Рейтинг:
Цена: 11880.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Provides an overview and exploration of methodologies, models, and techniques used to analyze forces shaping national economies. This title presents a range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian.

Автор: Alan A. Powell; Christopher W. Murphy
Название: Inside a Modern Macroeconometric Model
ISBN: 3540631461 ISBN-13(EAN): 9783540631460
Издательство: Springer
Рейтинг:
Цена: 29209.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: As Ken Wallis (1993) has pOinted out, all macroeconomic forecasters and policy analysts use economic models. International economic agencies such as the IMF and OECD, and most treasuries and central banks in western countries, use macroeconometric models in their forecasting and policy analysis.

Автор: Jeremy Kwok, Kwok
Название: Macroeconometric models for portfolio management
ISBN: 1622738845 ISBN-13(EAN): 9781622738847
Издательство: Неизвестно
Рейтинг:
Цена: 10116.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

'Macroeconometric Models for Portfolio Management' begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated. It is followed by a discussion on the theoretical backgrounds of both small and global large macroeconometric models, including data selection, estimation, and applications. Other practical concerns essential to managing a portfolio with decisions driven by macro models are also covered: model validation, forecast combination, and evaluation. The author then focuses on applying these models and their results on managing the portfolio, including making trading rules and asset allocation across different assets and risk management. The book finishes by showing portfolio examples where different investment strategies are used and illustrate how the framework can be applied from the beginning of collecting data, model estimation, and generating forecasts to how to manage portfolios accordingly.

This book aims to bridge the gap between academia and practising professionals. Readers will attain a rigorous understanding of the theory and how to apply these models to their portfolios. Therefore, 'Macroeconometric Models for Portfolio Management' will be of interest to academics and scholars working in macroeconomics and finance; to industry professionals working in financial economics and asset management; to asset managers and investors who prefer systematic investing over discretionary investing; and to investors who have a strong interest in macroeconomic influences on their portfolio.

Автор: Alan A. Powell; Christopher W. Murphy
Название: Inside a Modern Macroeconometric Model
ISBN: 3642638368 ISBN-13(EAN): 9783642638367
Издательство: Springer
Рейтинг:
Цена: 20962.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: As Ken Wallis (1993) has pOinted out, all macroeconomic forecasters and policy analysts use economic models. International economic agencies such as the IMF and OECD, and most treasuries and central banks in western countries, use macroeconometric models in their forecasting and policy analysis.

Автор: Giorgio Pauletto
Название: Computational Solution of Large-Scale Macroeconometric Models
ISBN: 0792346564 ISBN-13(EAN): 9780792346562
Издательство: Springer
Рейтинг:
Цена: 23757.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Presents the methodologies for the solution of large-scale macroeconometric models. This work reviews solution methods and introduces techniques, such as parallel computing and nonstationary iterative algorithms. It supplies practitioners and researchers with numerical solution methods and discussions about problems encountered in the field.

Автор: Giorgio Pauletto
Название: Computational Solution of Large-Scale Macroeconometric Models
ISBN: 1441947787 ISBN-13(EAN): 9781441947789
Издательство: Springer
Рейтинг:
Цена: 23757.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: I would also like to thank the president of my jury, Professor Fabrizio Carlevaro, as well as the other members of the jury, Professor Andrew Hughes Hallett, Professor Jean-Philippe Vial and Professor Gerhard Wanner.

Автор: Dua
Название: Macroeconometric Methods
ISBN: 9811975914 ISBN-13(EAN): 9789811975912
Издательство: Springer
Рейтинг:
Цена: 11179.00 р.
Наличие на складе: Поставка под заказ.

Описание: This book provides empirical applications of macroeconometric methods through discussions on key issues in the Indian economy. It deals with issues of topical relevance in the arena of macroeconomics. The aim is to apply time series and financial econometric methods to macroeconomic issues of an emerging economy such as India. The data sources are given in each chapter, and students and researchers may replicate the analyses. The book is divided into three parts—Part I: Macroeconomic Modelling and Policy; Part II: Forecasting the Indian Economy and Part III: Business Cycles and Global Crises. It provides a holistic understanding of the techniques with each chapter delving into a relevant issue analysed using appropriate methods—Chapter 1: Introduction; Chapter 2: Macroeconomic Modelling and Bayesian Methods; Chapter 3: Monetary Policy Framework in India; Chapter 4: Determinants of Yields on Government Securities in India; Chapter 5: Monetar y Transmission in the Indian Economy; Chapter 6: India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach; Chapter 7: Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants; Chapter 8: Forecasting the INR/USD Exchange Rate: A BVAR Framework; Chapter 9: Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study; Chapter 10: A Structural Macroeconometric Model for India; Chapter 11: International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain; Chapter 12: Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis; Chapter 13: The Increasing Synchronization of International Recessions. Since the selection of issues is from macroeconomic aspects of the Indian economy, the book has wide applications and is useful for students and researchers of fields such as applied econometrics, time series econometrics, financial econometrics, forecasting methods and macroeconomics.

Автор: Kevin D. Hoover
Название: Macroeconometrics
ISBN: 9401042934 ISBN-13(EAN): 9789401042932
Издательство: Springer
Рейтинг:
Цена: 27950.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics.

Автор: Kevin D. Hoover
Название: Macroeconometrics
ISBN: 0792395891 ISBN-13(EAN): 9780792395898
Издательство: Springer
Рейтинг:
Цена: 44582.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Provides information and perspectives for those who wish to apply econometrics in macroeconomics. This title reveals the real tensions in macroeconometrics by the critical comments from different econometricians, having an alternative perspective.

Автор: Dave Chetan and DeJong David
Название: Structural Macroeconometrics
ISBN: 0691126488 ISBN-13(EAN): 9780691126487
Издательство: Princeton UP
Рейтинг:
Цена: 4815.00 р.
Наличие на складе: Поставка под заказ.

Описание: Methodologies for analyzing the forces that move and shape national economies have advanced markedly, enabling economists to unite theoretical and empirical research and align measurement with theory. This work provides an overview and treatment analysts need to apply these theoretical models and empirical techniques.