The lowest-priced, brand-new, unused, unopened, undamaged item in its original packaging (where packaging is applicable).Packaging should be the same as what is found in a retail store, unless the item is handmade or was packaged by the manufacturer in non-retail packaging, such as an unprinted box or plastic bag.See details for additional description.
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Date of Publication
Management & Business: General
Lecture Notes in Economics and Mathematical Systems
Series Part/Volume Number
eBay Product ID (ePID)
Place of Publication
Country of Publication
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
39 Tables, black and white; VII, 146 p.
Table Of Contents
1. Introduction.- 2. Bonn econometric model of German economy.- 3. ARIMA models for fifteen endogenous variables of the BNM model.- 4. Analysis of sample period lead 1 forecast errors.- 5. Bates-Granger composite forecast and its application in evaluating econometric model.- 6. Analysis of post-sample lead 1 forecast errors.- 7. Causal relationships between selected economic variables.- 7.1 Granger's definition of causality and its characterization.- 7.2 Detection of causality: Pierce's broad tests.- 7.2.1 Testing the independence of two series x and y: ?(uv;k) = 0 for all k.- 7.2.2 Assessment of different types of causality.- 7.2.3 Confirmation of unidirectional causality.- 7.3 Causal relationships between the selected monetary variables of the BNM model.- 7.4 Progressive ?2 tests for detecting causality.- 7.5 Causal relationships between short-term interest rate, 90-day money rate Frankfurt, and other selected variables.- Glossary of abbreviations used in BNM model.