Recent Econometric Techniques for Macroeconomic and Financial Data (eBook, PDF)
eBook, PDF

Recent Econometric Techniques for Macroeconomic and Financial Data (eBook, PDF)

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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 mode...

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