Perspectives on Econometrics and Applied Economics: A Tribute to Sir Clive Granger
Editat de Mark Tayloren Limba Engleză Paperback – 14 oct 2024
This book was originally published as a special issue of Applied Financial Economics.
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Specificații
ISBN-13: 9781032930770
ISBN-10: 1032930772
Pagini: 128
Dimensiuni: 210 x 280 mm
Greutate: 0.24 kg
Ediția:1
Editura: Taylor & Francis
Colecția Routledge
Locul publicării:Oxford, United Kingdom
ISBN-10: 1032930772
Pagini: 128
Dimensiuni: 210 x 280 mm
Greutate: 0.24 kg
Ediția:1
Editura: Taylor & Francis
Colecția Routledge
Locul publicării:Oxford, United Kingdom
Public țintă
Academic, Postgraduate, and UndergraduateCuprins
1. Introduction: Special issue in honour of Clive Granger M. P. Taylor 2. Conference keynote: The Applied Economics journals: a personal reflection Sir C. W. J. Granger 3. Modelling the Phillips curve with unobserved components A. Harvey 4. Revisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts D. F. Hendry 5. Combining forecasts – forty years later K. F. Wallis 6. Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators N. A. Armah and N. R. Swanson 7. Does news on real Chinese GDP growth impact stock markets? P. H. Franses and H. Mees 8. Stylized facts of return series, robust estimates and three popular models of volatility T. Teräsvirta and Z. Zhao 9. The euro introduction and noneuro currencies D. van Dijk, H. Munandar and C. M. Hafner
Descriere
This volume is dedicated to the memory and the achievements of Professor Sir Clive Granger, economics Nobel laureate and one of the great econometricians and applied economists of the twentieth and early twenty-first centuries. It was originally published as a special issue of Applied Financial Economics.