Econometric and Tinbergen Institutes Lectures – serie
Visar alla böcker i serien Econometric and Tinbergen Institutes Lectures. Handla med fri frakt och snabb leverans.
7 produkter
Anticipating Correlations
A New Paradigm for Risk Management
Av Robert Engle
Inbunden, 2009
699 kr
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Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with …
Social Choice with Partial Knowledge of Treatment Response
Inbunden, 2005
1551 kr
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Economists have long sought to learn the effect of a "treatment" on some outcome of interest, just as doctors do with their patients. A central practical objective of research on treatment response is to provide decision makers with information useful in choosing treatments. Often the decision …
Complete and Incomplete Econometric Models
Av John Geweke
Inbunden, 2010
751 kr
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Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have …
Bayesian Non- and Semi-parametric Methods and Applications
Av Peter Rossi
Inbunden, 2014
559 kr
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This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes …
Yield Curve Modeling and Forecasting
The Dynamic Nelson-Siegel Approach
Av Francis X. Diebold, Glenn D. Rudebusch
Inbunden, 2013
541 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 …
Bayesian Estimation of DSGE Models
Av Edward P. Herbst, Frank Schorfheide
Inbunden, 2015
541 kr
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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used …
Econometric Analysis of Recurrent Events in Macroeconomics and Finance
Inbunden, 2016
559 kr
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The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the …
