کتاب دانلود کتب لاتین علوم انسانیتجارت، اقتصاد، و بانکداری
تکنیک های اقتصادسنجی اخیر برای داده های اقتصاد کلان و مالی
تکنیک های اقتصادسنجی اخیر برای داده های اقتصاد کلان و مالی

Recent Econometric Techniques for Macroeconomic and Financial Data
سال انتشار: 2021
تعداد صفحات: 391
زبان فایل: انگلیسی
فرمت فایل: pdf
حجم فایل: 10MB
قیمت: 200,000ريال

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Publisher : Springer

ISBN-10 : 3030542513

ISBN-13 : 978-3030542511

ASIN : B08NZB54JQ

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.