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New Directions in Macromodelling: Volume 269

Publication Date:

Book Series:

CEA

Editor:

  • Aleksander Welfe

Chapters:

  • Introduction to the Series
  • Preface
  • List of Contributors
  • Modelling Volatility and Its Implication for European Economic Integration
  • Causality and Exogeneity in Non-stationary Economic Time Series
  • A Small Sample Correction of the Dickey-Fuller Test
  • Inflation, Money Growth, and 1(2) Analysis
  • Recent Advances in Cointegration Analysis
  • The Use of Econometric Models in Economic Policy Analysis
  • Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio
  • Modelling Polish Economy
  • Optimal Lag Structure Selection in VEC-Models
  • Subject Index
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