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The cointegrated VAR model [[electronic resource] ] : methodology and applications / / Katarina Juselius
| The cointegrated VAR model [[electronic resource] ] : methodology and applications / / Katarina Juselius |
| Autore | Juselius Katarina |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2006 |
| Descrizione fisica | xx, 457 p. : ill |
| Disciplina | 330.01/51563 |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Econometric models
Autoregression (Statistics) Vector analysis Cointegration |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9786611154141
1-281-15414-8 0-19-153655-5 1-4294-6024-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910451804603321 |
Juselius Katarina
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| Oxford ; ; New York, : Oxford University Press, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The cointegrated VAR model [[electronic resource] ] : methodology and applications / / Katarina Juselius
| The cointegrated VAR model [[electronic resource] ] : methodology and applications / / Katarina Juselius |
| Autore | Juselius Katarina |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2006 |
| Descrizione fisica | xx, 457 p. : ill |
| Disciplina | 330.01/51563 |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Econometric models
Autoregression (Statistics) Vector analysis Cointegration |
| ISBN |
1-383-04308-6
9786611154141 1-281-15414-8 0-19-153655-5 1-4294-6024-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910777784503321 |
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Juselius Katarina
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| Oxford ; ; New York, : Oxford University Press, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Konvergenzkriterien des Maastricht-Vertrages : unter besonderer Beruecksichtigung ihrer Konsistenz / / Lars Bünning
| Konvergenzkriterien des Maastricht-Vertrages : unter besonderer Beruecksichtigung ihrer Konsistenz / / Lars Bünning |
| Autore | Bünning Lars |
| Pubbl/distr/stampa | Frankfurt am Main : , : Peter Lang International Academic Publishing Group, , [1997] |
| Descrizione fisica | 1 online resource (229 pages) : illustrations |
| Disciplina | 330.015195 |
| Collana | Schriften zur Wirtschaftstheorie und Wirtschaftspolitik |
| Soggetto topico | Cointegration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Altri titoli varianti | Konvergenzkriterien des Maastricht-Vertrages |
| Record Nr. | UNINA-9910720884603321 |
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Bünning Lars
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| Frankfurt am Main : , : Peter Lang International Academic Publishing Group, , [1997] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Long-run and short-run determinants of sovereign bond yields in advanced economies [[electronic resource] /] / Tigran Poghosyan
| Long-run and short-run determinants of sovereign bond yields in advanced economies [[electronic resource] /] / Tigran Poghosyan |
| Autore | Poghosyan Tigran |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (27 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Government securities - Econometric models
Rate of return - Econometric models Cointegration |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-7979-9
1-4755-4279-8 1-283-94768-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Determinants of Sovereign Bond Yields: Review of Existing Studies; A. Theoretical Considerations; B. Empirical Evidence; III. Empirical Methodology and Data; A. Empirical Methodology; B. Data; IV. Estimation Results; A. Baseline Specification; B. Robustness Checks; C. Are Financial Markets "Overreacting"?; V. Conclusions; References; Tables; 1. Description of Variables and their Sources; 2. Descriptive Statistics; 3. Panel Unit Root Tests; 4. Baseline Regressions; 5. Robustness Checks; Figures
1. Selected Euro area Economies: Real 10-Year Sovereign Bond Yields2. Selected Euro Area Economies: Debt-to-GDP Ratio; 3. Selected Euro Area Economies: Comparison of Predicted and Actual Long-Run Real Bond Spreads vis-à-vis Germany (first half of 2012); 4. Selected Euro Area Economies: Comparison of Predicted and Actual Long-Run Real Bond Spreads vis-à-vis Germany (1999-2009, average) |
| Record Nr. | UNINA-9910453112803321 |
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Poghosyan Tigran
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| Washington, D.C., : International Monetary Fund, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies / / Tigran Poghosyan
| Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies / / Tigran Poghosyan |
| Autore | Poghosyan Tigran |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (27 p.) |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Government securities - Econometric models
Rate of return - Econometric models Cointegration Banks and Banking Investments: Bonds Macroeconomics Public Finance 'Panel Data Models Spatio-temporal Models' Interest Rates: Determination, Term Structure, and Effects General Financial Markets: General (includes Measurement and Data) Debt Debt Management Sovereign Debt Fiscal Policy Investment & securities Finance Public finance & taxation Bond yields Yield curve Sovereign bonds Public debt Fiscal stance Financial institutions Financial services Fiscal policy Bonds Interest rates Debts, Public |
| ISBN |
1-4755-7979-9
1-4755-4279-8 1-283-94768-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Determinants of Sovereign Bond Yields: Review of Existing Studies; A. Theoretical Considerations; B. Empirical Evidence; III. Empirical Methodology and Data; A. Empirical Methodology; B. Data; IV. Estimation Results; A. Baseline Specification; B. Robustness Checks; C. Are Financial Markets "Overreacting"?; V. Conclusions; References; Tables; 1. Description of Variables and their Sources; 2. Descriptive Statistics; 3. Panel Unit Root Tests; 4. Baseline Regressions; 5. Robustness Checks; Figures
1. Selected Euro area Economies: Real 10-Year Sovereign Bond Yields2. Selected Euro Area Economies: Debt-to-GDP Ratio; 3. Selected Euro Area Economies: Comparison of Predicted and Actual Long-Run Real Bond Spreads vis-à-vis Germany (first half of 2012); 4. Selected Euro Area Economies: Comparison of Predicted and Actual Long-Run Real Bond Spreads vis-à-vis Germany (1999-2009, average) |
| Record Nr. | UNINA-9910779591503321 |
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Poghosyan Tigran
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies / / Tigran Poghosyan
| Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies / / Tigran Poghosyan |
| Autore | Poghosyan Tigran |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (27 p.) |
| Disciplina | 338.29102 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Government securities - Econometric models
Rate of return - Econometric models Cointegration Banks and Banking Investments: Bonds Macroeconomics Public Finance 'Panel Data Models Spatio-temporal Models' Interest Rates: Determination, Term Structure, and Effects General Financial Markets: General (includes Measurement and Data) Debt Debt Management Sovereign Debt Fiscal Policy Investment & securities Finance Public finance & taxation Bond yields Yield curve Sovereign bonds Public debt Fiscal stance Financial institutions Financial services Fiscal policy Bonds Interest rates Debts, Public Panel Data Models Spatio-temporal Models |
| ISBN |
9781475579796
1475579799 9781475542790 1475542798 9781283947688 1283947684 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Determinants of Sovereign Bond Yields: Review of Existing Studies; A. Theoretical Considerations; B. Empirical Evidence; III. Empirical Methodology and Data; A. Empirical Methodology; B. Data; IV. Estimation Results; A. Baseline Specification; B. Robustness Checks; C. Are Financial Markets "Overreacting"?; V. Conclusions; References; Tables; 1. Description of Variables and their Sources; 2. Descriptive Statistics; 3. Panel Unit Root Tests; 4. Baseline Regressions; 5. Robustness Checks; Figures
1. Selected Euro area Economies: Real 10-Year Sovereign Bond Yields2. Selected Euro Area Economies: Debt-to-GDP Ratio; 3. Selected Euro Area Economies: Comparison of Predicted and Actual Long-Run Real Bond Spreads vis-à-vis Germany (first half of 2012); 4. Selected Euro Area Economies: Comparison of Predicted and Actual Long-Run Real Bond Spreads vis-à-vis Germany (1999-2009, average) |
| Record Nr. | UNINA-9910956775403321 |
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Poghosyan Tigran
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Recent developments in cointegration / / Katarina Juselius (Ed.)
| Recent developments in cointegration / / Katarina Juselius (Ed.) |
| Pubbl/distr/stampa | [Place of publication not identified] : , : MDPI - Multidisciplinary Digital Publishing Institute, , 2018 |
| Descrizione fisica | 1 online resource (179 pages) |
| Disciplina | 330.015195 |
| Soggetto topico |
Econometrics
Cointegration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910598181503321 |
| [Place of publication not identified] : , : MDPI - Multidisciplinary Digital Publishing Institute, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Recent Developments in Cointegration / / edited by Katarina Juselius
| Recent Developments in Cointegration / / edited by Katarina Juselius |
| Pubbl/distr/stampa | Basel : , : MDPI - Multidisciplinary Digital Publishing Institute, , 2018 |
| Descrizione fisica | 1 online resource (179 pages) |
| Disciplina | 330.015195 |
| Soggetto topico |
Cointegration
Econometrics |
| ISBN | 3-03842-956-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910688435903321 |
| Basel : , : MDPI - Multidisciplinary Digital Publishing Institute, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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平滑转移协整模型的理论分析与应用
| 平滑转移协整模型的理论分析与应用 |
| Autore | 方臻旻 |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Huazhong, : Huazhong University of Science and Technology Press, 2014 |
| Descrizione fisica | 1 online resource (152 p.) |
| Soggetto topico |
Cointegration
Econometric models |
| ISBN |
9787560974620
7560974627 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | chi |
| Nota di contenuto | 平滑 移协整模型的理 分析与应用 ; 平滑 移协整模型的理 分析与应用(正文 ; PH BT.pdf; PH ML.pdf; PH ZW.pdf |
| Record Nr. | UNINA-9910961337703321 |
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方臻旻
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| Huazhong, : Huazhong University of Science and Technology Press, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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