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- DescriptionA demonstration of how time series econometrics can be used in economics and finance.
- Author BiographyHelmut Lutkepohl is Professor of Economics at the European University Institute in Florence, Italy. He is on leave from Humboldt University Berlin where he has been Professor of Econometrics in the Faculty of Economics and Business Administration since 1992. He had previously been Professor of Statistics at the University of Kiel (1987-1992) and the University of Hamburg (1985-1987) and was Visiting Assistant Professor at the University of California, San Diego (1984-85). Professor Lutkepohl is Associate Editor of Econometric Theory, the Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics and Econometric Reviewa. He has published extensively in learned journals and books and is author, co-author and editor of a number of books in econometrics and time series analysis. Professor Lutkepohl is the author of Introduction to Multiple Time Series Analysis (1991) and a Handbook of Matrices (1996). His current teaching and research interests include methodological issues related to the study of nonstationary, integrated time series and the analysis of the transmission mechanism of monetary policy in the Euro area. Markus Kratzig is a doctoral student in the Department of Economics at Humboldt University, Berlin.
- PublisherCambridge University Press
- Date of Publication04/08/2004
- GenreEconomics: Professional & General
- Series TitleThemes in Modern Econometrics
- Place of PublicationCambridge
- Country of PublicationUnited Kingdom
- ImprintCambridge University Press
- Content Note69 b/w illus. 38 tables
- Weight520 g
- Width152 mm
- Height228 mm
- Spine20 mm
- Edited byHelmut Lutkepohl,Markus Kraetzig
- Series Edited byPeter C. B. Phillips,Eric Ghysels,Richard J. Smith
- Format DetailsTrade paperback (US)
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