現代の計量経済学：データ分析から経済政策まで Contributions to Modern Econometrics : From Data Analysis to Economic Policy (Dynamic Modeling in Econometrics in Economics and Finance, V. 4)

Klein, Ingo (EDT)/ Mittnik, Stefan (EDT)

Kluwer Academic Pub（2003/01発売）

• 製本 Hardcover:ハードカバー版／ページ数 282 p.
• 言語 ENG
• 商品コード 9781402073342
• DDC分類 330.015195

基本説明

It converse topics such as: Effects of data quality on monetary policy; Empirical comparison of alternative monetary aggregates; Financial econometrics for heavy-tailed returns; Alternative smoothing algorithms; etc.

Full Description

The field of econometrics has gone through remarkable changes during the last decades of the 20th century - the earlier focus on testing macroeconomic theories has been widened considerably. It has turned into a discipline concerned with the development and application of statistical methods for any kind of economic data. This text represents a collection of contemporary economic applications of modern econometrics and methodological developments. It explores topics such as: the effects of data quality on monetary policy, the empirical comparison of alternative monetary aggregates; empirical tests of theories for the term structure of interest rates; financial econometrics for heavy-tailed returns; the transformation of the Polish economy; labour economics; econometric modelling of household and investment decisions; modelling with limited dependent variables; testing for units roots; alternative smoothing algorithms; and latent-variable models with error in variables.
The volume should be of interest to researchers and students in economics as well as practitioners in business, industry and public institutions who want to learn about recent developments in the field of econometrics.