Download or read book Detecting Long Memory Co movements in Macroeconomic Time Series written by Gianluca Moretti and published by . This book was released on 2007 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The General Equilibrium Effects of Fiscal Policy written by Lorenzo Forni and published by . This book was released on 2007 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Does the Underground Economy Hold Back Financial Deepening written by Giorgio Gobbi and published by . This book was released on 2007 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book R D and Market Structure in a Horizontal Differentiation Framework written by Davide Fantino and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimal Monetary Policy Under Low Trend Inflation written by Guido Ascari and published by . This book was released on 2007 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Real Exchange Rate Volatility and Disconnect written by Riccardo Cristadoro and published by . This book was released on 2008 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On Applying Synthetic Indices of Multidimensional Well being written by Andrea Brandolini and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Accounting for Sampling Design in the SHIW written by Ivan Faiella and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Excess Money Growth and Inflation Dynamics written by Barbara Roffia and published by . This book was released on 2007 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper analyses the shortrun impact of periods of strong monetary growth oninflation dynamics for 15 industrialised economies. We find that, over a 3-year horizon, the positive link between monetary aggregates and prices holds in approximately fifty percent ofthe cases. An econometric investigation suggests that a contemporaneous increase in the gap measures of the real stock price and real housing price and strong dynamics of loans to the private sector significantly increase the probability of turning an episode of excessive money growth into an inflationary out burst.

Download or read book Securitisation and the Bank Lending Channel written by Yener Altunbas and published by . This book was released on 2007 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Housing Market Spillovers written by Matteo Iacoviello and published by . This book was released on 2008 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Delayed Privatization written by Bernardo Bortolotti and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Effect of Investment Tax Credit written by Raffaello Bronzini and published by . This book was released on 2008 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Effects of Fiscal Policy in Italy written by Raffaela Giordano and published by . This book was released on 2008 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modelling Bank Lending in the Euro Area written by Leonardo Gambacorta and published by . This book was released on 2007 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Time Series Econometrics written by Pierre Perron and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Part I. Unit roots and trend breaks -- Part II. Structural change

Download or read book Recent Econometric Techniques for Macroeconomic and Financial Data written by Gilles Dufrénot and published by Springer Nature. This book was released on 2020-11-21 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 methods to financial and economic data.