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Econometric Modelling of European Money Demand Издательство: Physica-Verlag, 2003 г Мягкая обложка, 220 стр ISBN 3-7908-1522-5 Язык: Английский инфо 9897b.
Econometric Modelling of European Money Demand Издательство: Physica-Verlag, 2003 г Мягкая обложка, 220 стр ISBN 3-7908-1522-5 Язык: Английский инфо 9897b.

The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy Whether a concomitant internationalization can be detected also in the econometric fангвшoundations of monetary policy is the problem dealt with in this book Its basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation The resulting econometric model systematically coаянщнmbines statistical and economic theory by extending a cointegrated VAR into a structural ECM The empirical outcome is a data-consistent causal money demand function, isolated within a properly identified dynamic macroeconomic system for Europe Формат: 15,5 см x 23,5 см Автор Engelbert Plassmann.

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