Glenn D. Rudebusch – författare
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6 produkter
Business Cycles
Durations, Dynamics, and Forecasting
Av Francis X. Diebold, Glenn D. Rudebusch
Inbunden, 1999
1918 kr
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This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the …
Yield Curve Modeling and Forecasting
The Dynamic Nelson-Siegel Approach
Av Francis X. Diebold, Glenn D. Rudebusch
Inbunden, 2013
547 kr
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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most …
Business Cycles
Durations, Dynamics, and Forecasting
Av Glenn D. Rudebusch, Francis X. Diebold
E-bok, 2020
2702 kr
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This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the …
Yield Curve Modeling and Forecasting
The Dynamic Nelson-Siegel Approach
Av Glenn D. Rudebusch, Francis X. Diebold
E-bok, 2013
711 kr
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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most …
Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information
Häftad, 1987
569 kr
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Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information
E-bok, 2012
755 kr
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