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Recent Econometric Techniques for Macroeconomic and Financial Data

Abstract : The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.
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Directions of work or proceedings
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Contributor : Elisabeth Lhuillier Connect in order to contact the contributor
Submitted on : Friday, January 8, 2021 - 5:53:02 PM
Last modification on : Tuesday, October 19, 2021 - 10:50:31 PM




Gilles Dufrénot, Takashi Matsuki. Recent Econometric Techniques for Macroeconomic and Financial Data. Springer International Publishing, pp.387, 2021, Dynamic Modeling and Econometrics in Economics and Finance, 978-3-030-54251-1. ⟨10.1007/978-3-030-54252-8⟩. ⟨hal-03104302⟩



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