Buch, Englisch, Band 178, 146 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 254 g
Buch, Englisch, Band 178, 146 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 254 g
Reihe: Lecture Notes in Economics and Mathematical Systems
ISBN: 978-3-540-10011-9
Verlag: Springer
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Weitere Infos & Material
1. Introduction.- 2. Bonn econometric model of German economy.- 3. ARIMA models for fifteen endogenous variables of the BNM model.- 4. Analysis of sample period lead 1 forecast errors.- 5. Bates-Granger composite forecast and its application in evaluating econometric model.- 6. Analysis of post-sample lead 1 forecast errors.- 7. Causal relationships between selected economic variables.- 7.1 Granger’s definition of causality and its characterization.- 7.2 Detection of causality: Pierce’s broad tests.- 7.3 Causal relationships between the selected monetary variables of the BNM model.- 7.4 Progressive ?2 tests for detecting causality.- 7.5 Causal relationships between short-term interest rate, 90-day money rate Frankfurt, and other selected variables.- Glossary of abbreviations used in BNM model.
