time series modeling in economics

from the table of contents: chapter 1 brandner, peter: prior specification and forecasting performance - a bvar model of austria's monetary sector. chapter 2 fels, wolfgang a.: exploration vorauseilender indikatoren (exploring leading indicators). chapter 3 jaeger, albert: testing ricardian equivale...

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Bibliographische Detailangaben
Link(s) zu Dokument(en):IHS Publikation
Format: IHS Series NonPeerReviewed
Sprache:Englisch
Veröffentlicht: institut fuer hoehere studien 1987
Beschreibung
Zusammenfassung:from the table of contents: chapter 1 brandner, peter: prior specification and forecasting performance - a bvar model of austria's monetary sector. chapter 2 fels, wolfgang a.: exploration vorauseilender indikatoren (exploring leading indicators). chapter 3 jaeger, albert: testing ricardian equivalence - are the data informative? chapter 4 kunst, robert m.: cointegration in a macro-economic system. chapter 5 neusser, klaus: liquidity constraints versus intertemporal non-separability of aggregate consumer expenditures - an empirical test. chapter 6 poetscher, benedikt m.: model selection under nonstationary - autoregressive models and stochastic linear regression models. chapter 7 thury, gerhard: intervention analysis of consumer expenditure in austria.;