Alternative Methods For Multivariate Time Series Analysis With Applications To U S Money Output Data
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Alternative Methods For Multivariate Time Series Analysis With Applications To U S Money Output Data
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Author : Stefan Mittnik
language : en
Publisher:
Release Date : 1987
Alternative Methods For Multivariate Time Series Analysis With Applications To U S Money Output Data written by Stefan Mittnik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with categories.
Money Stock Control And Inflation Targeting In Germany
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Author : Claus Brand
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-03-27
Money Stock Control And Inflation Targeting In Germany written by Claus Brand and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-03-27 with Business & Economics categories.
The book considers issues relevant to the European Central Bank in refining and communicating its strategy. It offers a historical assessment of the Bundesbank's strategy of monetary targeting conducted from 1974 to 1998. In contrast to several other prominent studies it is argued that money played a flexible but very important role in the conduct of its policy. It also explores the implications of the identified monetary policy regime in the context of various theories of the money supply process. The empirical analysis conducted in this study is based on a linear state space modelling approach which offers an appealing and direct representation of common stochastic trends. The framework is less restrictive and it is encompassing in that it does not construe the persistent dynamics as being driven by pure random walk components.
American Doctoral Dissertations
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Author :
language : en
Publisher:
Release Date : 1987
American Doctoral Dissertations written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Dissertation abstracts categories.
Index To American Doctoral Dissertations
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Author :
language : en
Publisher:
Release Date : 1989
Index To American Doctoral Dissertations written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Dissertations, Academic categories.
Dissertation Abstracts International
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Author :
language : en
Publisher:
Release Date : 1997
Dissertation Abstracts International written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Dissertations, Academic categories.
Multivariate Time Series Analysis
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Author : Ruey S. Tsay
language : en
Publisher: John Wiley & Sons
Release Date : 2013-11-11
Multivariate Time Series Analysis written by Ruey S. Tsay and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research. Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce the presented content • User-friendly R subroutines and research presented throughout to demonstrate modern applications • Numerous datasets and subroutines to provide readers with a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.
Journal Of Economic Literature
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Author :
language : en
Publisher:
Release Date : 1988
Journal Of Economic Literature written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Economics categories.
Data Driven Modeling And Optimization Applications To Social Computing
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Author : Chao Gao
language : en
Publisher: Frontiers Media SA
Release Date : 2022-09-14
Data Driven Modeling And Optimization Applications To Social Computing written by Chao Gao and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-14 with Science categories.
Artificial Neural Networks In Finance And Manufacturing
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Author : Kamruzzaman, Joarder
language : en
Publisher: IGI Global
Release Date : 2006-03-31
Artificial Neural Networks In Finance And Manufacturing written by Kamruzzaman, Joarder and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-31 with Computers categories.
"This book presents a variety of practical applications of neural networks in two important domains of economic activity: finance and manufacturing"--Provided by publisher.
Essentials Of Time Series For Financial Applications
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Author : Massimo Guidolin
language : en
Publisher: Academic Press
Release Date : 2018-05-29
Essentials Of Time Series For Financial Applications written by Massimo Guidolin and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-29 with Business & Economics categories.
Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs. - Provides practical, hands-on examples in time-series econometrics - Presents a more application-oriented, less technical book on financial econometrics - Offers rigorous coverage, including technical aspects and references for the proofs, despite being an introduction - Features examples worked out in EViews (9 or higher)