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Financial & Macroeconomic Dynamics in Central & Eastern Europe de Petre Caraiani

Financial & Macroeconomic Dynamics in Central & Eastern Europe

Autor Petre Caraiani
en Limba Engleză Paperback – 10 ian 2013
We approach the topic of financial and macroeconomic dynamics in Central and Eastern European economies using as an econometric paradigm the Bayesian methodology. This book consists of a selection of essays on relevant topics for current and future issues for Central and Eastern European economies.
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Specificații

ISBN-13: 9781620812457
ISBN-10: 1620812452
Pagini: 172
Ilustrații: Illustrations
Dimensiuni: 181 x 259 x 17 mm
Greutate: 0.49 kg
Editura: Nova Science Publishers Inc

Cuprins

Preface; Co-movements in the Volatility of Emerging European Stock Markets; Global Asset Allocation Using the Black-Litterman Model & a Momentum Strategy; Model Averaging on the High-Frequency Eastern European Stock Market Returns; Investigating the dynamics of CEE stock index returns with a Bayesian TAR mode; Fiscal Policy in CEE Economies. Evidence from an Estimated DSGE model; Forecasting CEE Macroeconomic Dynamics Using a BVAR Model; Index.