Advances In Time Series Data Methods In Applied Economic Research

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Advances in Time Series Data Methods in Applied Economic Research

Nicholas Tsounis,Aspasia Vlachvei
Advances in Time Series Data Methods in Applied Economic Research Book PDF

Author : Nicholas Tsounis,Aspasia Vlachvei
Publisher : Springer
Page : 560 pages
File Size : 48,5 Mb
Release : 2018-12-12
Category : Business & Economics
ISBN : 9783030021948

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Advances in Time Series Data Methods in Applied Economic Research by Nicholas Tsounis,Aspasia Vlachvei Pdf

This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics. Featuring contributions presented at the 2018 International Conference on Applied Economics (ICOAE) held in Warsaw, Poland, this book presents contemporary research using applied econometric method for analysis as well as country specific studies with potential implications on economic policy. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. ICOAE is an annual conference started in 2008 with the aim to bring together economists from different fields of applied economic research in order to share methods and ideas. Approximately 150 papers are submitted each year from about 40 countries around the world. The goal of the conference and the enclosed papers is to allow for an exchange of experiences with different applied econometric methods and to promote joint initiatives among well-established economic fields such as finance, agricultural economics, health economics, education economics, international trade theory and management and marketing strategies. Featuring global contributions, this book will be of interest to researchers, academics, professionals and policy makers in the field of applied economics and econometrics.

Advances in Cross-Section Data Methods in Applied Economic Research

Nicholas Tsounis,Aspasia Vlachvei
Advances in Cross Section Data Methods in Applied Economic Research Book PDF

Author : Nicholas Tsounis,Aspasia Vlachvei
Publisher : Springer Nature
Page : 720 pages
File Size : 51,9 Mb
Release : 2020-02-24
Category : Business & Economics
ISBN : 9783030382537

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Advances in Cross-Section Data Methods in Applied Economic Research by Nicholas Tsounis,Aspasia Vlachvei Pdf

This proceedings volume presents new methods and applications in applied economics with special interest in advanced cross-section data estimation methodology. Featuring select contributions from the 2019 International Conference on Applied Economics (ICOAE 2019) held in Milan, Italy, this book explores areas such as applied macroeconomics, applied microeconomics, applied financial economics, applied international economics, applied agricultural economics, applied marketing and applied managerial economics. International Conference on Applied Economics (ICOAE) is an annual conference that started in 2008, designed to bring together economists from different fields of applied economic research, in order to share methods and ideas. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics, to analyze economic problems of the real world, usually with economic policy interest. In addition, there is growing interest in the field of applied economics for cross-section data estimation methods, tests and techniques. This volume makes a contribution in the field of applied economic research by presenting the most current research. Featuring country specific studies, this book is of interest to academics, students, researchers, practitioners, and policy makers in applied economics, econometrics and economic policy.

Time Series Techniques for Economists

Terence C. Mills
Time Series Techniques for Economists Book PDF

Author : Terence C. Mills
Publisher : Cambridge University Press
Page : 392 pages
File Size : 50,7 Mb
Release : 1990
Category : Business & Economics
ISBN : 0521405742

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Time Series Techniques for Economists by Terence C. Mills Pdf

The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.

Advances in Longitudinal Data Methods in Applied Economic Research

Nicholas Tsounis,Aspasia Vlachvei
Advances in Longitudinal Data Methods in Applied Economic Research Book PDF

Author : Nicholas Tsounis,Aspasia Vlachvei
Publisher : Springer Nature
Page : 545 pages
File Size : 42,7 Mb
Release : 2021-03-31
Category : Business & Economics
ISBN : 9783030639709

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Advances in Longitudinal Data Methods in Applied Economic Research by Nicholas Tsounis,Aspasia Vlachvei Pdf

This volume presents new methods and applications in longitudinal data estimation methodology in applied economic. Featuring selected papers from the 2020 the International Conference on Applied Economics (ICOAE 2020) held virtually due to the corona virus pandemic, this book examines interdisciplinary topics such as financial economics, international economics, agricultural economics, marketing and management. Country specific case studies are also featured.

Applied Econometric Time Series, 4th Edition

Walter Enders
Applied Econometric Time Series 4th Edition Book PDF

Author : Walter Enders
Publisher : Wiley Global Education
Page : 496 pages
File Size : 49,9 Mb
Release : 2014-11-03
Category : Business & Economics
ISBN : 9781118918661

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Applied Econometric Time Series, 4th Edition by Walter Enders Pdf

Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.

Applied Economic Forecasting using Time Series Methods

Eric Ghysels,Massimiliano Marcellino
Applied Economic Forecasting using Time Series Methods Book PDF

Author : Eric Ghysels,Massimiliano Marcellino
Publisher : Oxford University Press
Page : 608 pages
File Size : 52,8 Mb
Release : 2018-03-23
Category : Business & Economics
ISBN : 9780190622039

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Applied Economic Forecasting using Time Series Methods by Eric Ghysels,Massimiliano Marcellino Pdf

Economic forecasting is a key ingredient of decision making both in the public and in the private sector. Because economic outcomes are the result of a vast, complex, dynamic and stochastic system, forecasting is very difficult and forecast errors are unavoidable. Because forecast precision and reliability can be enhanced by the use of proper econometric models and methods, this innovative book provides an overview of both theory and applications. Undergraduate and graduate students learning basic and advanced forecasting techniques will be able to build from strong foundations, and researchers in public and private institutions will have access to the most recent tools and insights. Readers will gain from the frequent examples that enhance understanding of how to apply techniques, first by using stylized settings and then by real data applications--focusing on macroeconomic and financial topics. This is first and foremost a book aimed at applying time series methods to solve real-world forecasting problems. Applied Economic Forecasting using Time Series Methods starts with a brief review of basic regression analysis with a focus on specific regression topics relevant for forecasting, such as model specification errors, dynamic models and their predictive properties as well as forecast evaluation and combination. Several chapters cover univariate time series models, vector autoregressive models, cointegration and error correction models, and Bayesian methods for estimating vector autoregressive models. A collection of special topics chapters study Threshold and Smooth Transition Autoregressive (TAR and STAR) models, Markov switching regime models, state space models and the Kalman filter, mixed frequency data models, nowcasting, forecasting using large datasets and, finally, volatility models. There are plenty of practical applications in the book and both EViews and R code are available online at authors' website.

Essentials of Time Series for Financial Applications

Massimo Guidolin,Manuela Pedio
Essentials of Time Series for Financial Applications Book PDF

Author : Massimo Guidolin,Manuela Pedio
Publisher : Academic Press
Page : 435 pages
File Size : 47,6 Mb
Release : 2018-05-29
Category : Business & Economics
ISBN : 9780128134108

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Essentials of Time Series for Financial Applications by Massimo Guidolin,Manuela Pedio Pdf

Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs. Provides practical, hands-on examples in time-series econometrics Presents a more application-oriented, less technical book on financial econometrics Offers rigorous coverage, including technical aspects and references for the proofs, despite being an introduction Features examples worked out in EViews (9 or higher)

Empirical Economic and Financial Research

Jan Beran,Yuanhua Feng,Hartmut Hebbel
Empirical Economic and Financial Research Book PDF

Author : Jan Beran,Yuanhua Feng,Hartmut Hebbel
Publisher : Springer
Page : 503 pages
File Size : 43,8 Mb
Release : 2014-11-07
Category : Business & Economics
ISBN : 9783319031224

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Empirical Economic and Financial Research by Jan Beran,Yuanhua Feng,Hartmut Hebbel Pdf

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.

Forecasting Economic Time Series

Clive William John Granger,Paul Newbold
Forecasting Economic Time Series Book PDF

Author : Clive William John Granger,Paul Newbold
Publisher : Unknown
Page : 528 pages
File Size : 54,6 Mb
Release : 1977
Category : Business & Economics
ISBN : STANFORD:36105002640683

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Forecasting Economic Time Series by Clive William John Granger,Paul Newbold Pdf

This book has been updated to reflect developments in time series analysis and forecasting theory and practice, particularly as applied to economics. The second edition pays attention to such problems as how to evaluate and compare forecasts.

Time Series Analysis and Adjustment

Haim Y. Bleikh,Warren L.Young
Time Series Analysis and Adjustment Book PDF

Author : Haim Y. Bleikh,Warren L.Young
Publisher : CRC Press
Page : 149 pages
File Size : 44,5 Mb
Release : 2016-02-24
Category : Business & Economics
ISBN : 9781317010180

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Time Series Analysis and Adjustment by Haim Y. Bleikh,Warren L.Young Pdf

In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.

Introduction to Modern Time Series Analysis

Gebhard Kirchgässner,Jürgen Wolters,Uwe Hassler
Introduction to Modern Time Series Analysis Book PDF

Author : Gebhard Kirchgässner,Jürgen Wolters,Uwe Hassler
Publisher : Springer Science & Business Media
Page : 326 pages
File Size : 41,8 Mb
Release : 2012-10-08
Category : Business & Economics
ISBN : 9783642334368

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Introduction to Modern Time Series Analysis by Gebhard Kirchgässner,Jürgen Wolters,Uwe Hassler Pdf

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.

Nonlinear Time Series Analysis of Economic and Financial Data

Philip Rothman
Nonlinear Time Series Analysis of Economic and Financial Data Book PDF

Author : Philip Rothman
Publisher : Springer Science & Business Media
Page : 394 pages
File Size : 48,9 Mb
Release : 1999-01-31
Category : Business & Economics
ISBN : 9780792383796

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Nonlinear Time Series Analysis of Economic and Financial Data by Philip Rothman Pdf

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.

Advances in Empirical Economic Research

Nicholas Tsounis,Aspasia Vlachvei
Advances in Empirical Economic Research Book PDF

Author : Nicholas Tsounis,Aspasia Vlachvei
Publisher : Springer Nature
Page : 996 pages
File Size : 53,9 Mb
Release : 2023-07-19
Category : Business & Economics
ISBN : 9783031227493

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Advances in Empirical Economic Research by Nicholas Tsounis,Aspasia Vlachvei Pdf

This volume presents new empirical methods and applications in economics with special interest in advances in empirical macroeconomics, microeconomics, financial economics, international economics, and agricultural economics. Featuring selected contributions from the 2022 International Conference of Applied Economics (ICOAE 2021), this book provides country specific studies with potential applications in economic policy. It is beneficial to researchers, scholars, academics and policy makers in quantitative economic research (in both methods and applications).

Applied Econometric Times Series

Walter Enders
Applied Econometric Times Series Book PDF

Author : Walter Enders
Publisher : Unknown
Page : 684 pages
File Size : 43,8 Mb
Release : 2004-02-20
Category : Electronic
ISBN : 0471479799

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Applied Econometric Times Series by Walter Enders Pdf

Reflects advances in time series econometrics, such as out of sample forecasting techniques, non linear time series models, Monte Carlo analysis, and bootstrapping. This book contains numerous examples from fields ranging from agricultural economics to transnational terrorism to illustrate various techniques.

Spectral Analysis of Economic Time Series. (PSME-1)

Clive William John Granger,Michio Hatanaka
Spectral Analysis of Economic Time Series PSME 1 Book PDF

Author : Clive William John Granger,Michio Hatanaka
Publisher : Princeton University Press
Page : 318 pages
File Size : 45,9 Mb
Release : 2015-12-08
Category : Business & Economics
ISBN : 9781400875528

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Spectral Analysis of Economic Time Series. (PSME-1) by Clive William John Granger,Michio Hatanaka Pdf

The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data. Originally published in 1964. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.