Econometrics of Short and Unreliable Time Series - Brossura

Brossura

ISBN 10: 3642997848 ISBN 13: 9783642997846

Casa editrice: Physica, 2012

Riassunto

The disappearance of central planned economies left politicians, researchers, consultants, and academics with an interest in economies in transition in vagueness about the actual state of the economy and its short and medium term prospects. This volume provides the reader with information on how to deal with the statistical shortcomings of economies in transition. Most economic variables published for these countries tend to encompass a short period of time or they possess a low measurement quality. Moreover, most of the series are subject to structural breaks, due to the change in the patterns of economic reactions over time. The contributions in this volume show various ways to solve or at least to lessen the before mentioned problems.

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Contenuti

I The Econometric Approach.- 1 Problems of Estimation and Forecasting of Financial and Monetary Indicators in the USSR.- 2 Macroeconomic Forecasting in the Transition Period ― The Case of Hungary.- 3 Pooling Noisy Data Sets.- 4 An Econometric Model for Prices and Wages with Respect to the Economic Reform in Czechoslovakia.- 5 Using Extraneous Information to Estimate Time Series Models. A Review of Approaches Applied in Market Response Modeling.- II The Time Series Approach.- 6 Interpolation of Economic Time Series, with Application to German and Swedish Data.- 7 Trend Interpolation and the Persistence of Fluctuations in U.S. GNP.- 8 Short-Term Forecasts of the Basic Economic Indicators for the Polish Economy.- 9 Forecasting with Short and Seasonally Unadjusted Data: The Structural Modeling Approach.- III Case Studies.- 10 Mobile Sellers and Oligopoly: An Empirical Analysis of the Foreign Exchange Market in Poland, 1988–1989.- 11 Quantitative Modeling in the Presence of Structural Breaks: Assessing Energy Demand and Supply for the Soviet Union up to 1995.- List of Contributors.

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Dettagli dell'edizione

• Editore: Physica
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 3642997848
• ISBN 13: 9783642997846
• Rilegatura: Copertina flessibile
• Numero di pagine: 256
• Redattore: Url Thomas, Wörgötter Andreas
• Contatto del produttore: non disponibile
• Persona responsabile: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Germania