Recent Econometric Techniques for Macroeconomic and Financial Data

by Gilles Dufrénot

Book Overview

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application...

• Format: Hardcover
• Language: English
• ISBN: 3030542513
• ISBN13: 9783030542511
• Release Date: November 2020
• Publisher: Springer
• Length: 387 Pages
• Weight: 1.63 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"