Ergebnisse für: VECM
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Volkswirtschaften sehen sich immerzu der Notwendigkeit gegenüber, auf Veränderungen der Umwelt («Schocks») zu reagieren. Die vorliegende Arbeit greift auf die sogenannten kointegrierten vektor-autoregressiven Modelle zurück und untersucht hierin systematisch die neueren Möglichkeiten zur Erfas...
This book is designed to fulfill a long felt need for a wide ranging empirical research on foreign capital-growth nexus. It presents an analysis of disaggregated flows of foreign capital and their long run relationship with growth process in an emerging nation like India during the past four decades...
The book offers a concise, accessible guide to Vector Autoregression (VAR) models.
Starting with data preparation, the book demonstrates how VAR models are estimated, the criteria for selecting the number of lags and how the researcher should use model diagnostics. Expanding the analysis to Structur...
This book is designed to fulfill a long felt need for a wide ranging empirical research on foreign capital-growth nexus. It presents an analysis of disaggregated flows of foreign capital and their long run relationship with growth process in an emerging nation like India during the past four decades...
The book offers a concise, accessible guide to Vector Autoregression (VAR) models.
Starting with data preparation, the book demonstrates how VAR models are estimated, the criteria for selecting the number of lags and how the researcher should use model diagnostics. Expanding the analysis to Structur...