𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Price convergence of peripheral European countries on the way to the EMU: A time series approach

✍ Scribed by Miriam Camarero; Vicente Esteve; Cecilio Tamarit

Book ID
105856002
Publisher
Springer-Verlag
Year
2000
Tongue
English
Weight
192 KB
Volume
25
Category
Article
ISSN
0377-7332

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On the Predictive Content of Autoregress
On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula-Based Approach to Time Series Prediction
✍ Helmut Herwartz πŸ“‚ Article πŸ“… 2012 πŸ› John Wiley and Sons 🌐 English βš– 178 KB

## ABSTRACT This paper proposes an adjustment of linear autoregressive conditional mean forecasts that exploits the predictive content of uncorrelated model residuals. The adjustment is motivated by non‐Gaussian characteristics of model residuals, and implemented in a semiparametric fashion by mean

[Lecture Notes in Economics and Mathemat
[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || In the last decade time series econometrics has changed dramatically. One increasingly prominent field has become the treatment of regime shifts and non-linear mod- elling strategies. While the importance ofregime shifts, particularly in macroeconometric systems, seems to be generally accepted, there is no established theory suggesting a unique approach for specifying econometric models that embed changes in regime.
✍ Krolzig, Hans-Martin πŸ“‚ Article πŸ“… 1997 πŸ› Springer Berlin Heidelberg βš– 796 KB