harding don (34 risultati)

Condizione: acceptable. Cover image may vary. Item has staining. Paperback. Horror Gems Volume 13.

Condizione: Good. Kelly Williams; Eric Zawadski; Creees Hyunsung Lee; Juan Castro; Claire Connelly; Joseba Morales; Yosam Cardenas; Soo Lee; Ariela Kristantina; Christian DiBari; John Bivens; Matt Harding; Jamel Jones; Sean Von Gorman; Don Cardenas; Fabian Lelay; Phillip Sevy; Adam Ferris (illustratore). Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.

Trade Paperback. Condizione: Very Good - Cash. Kelly Williams; Eric Zawadski; Creees Hyunsung Lee; Juan Castro; Claire Connelly; Joseba Morales; Yosam Cardenas; Soo Lee; Ariela Kristantina; Christian DiBari; John Bivens; Matt Harding; Jamel Jones; Sean Von Gorman; Don Cardenas; Fabian Lelay; Phillip Sevy; Adam Ferris (illustratore). Light reader wear and rubbing to the edges, corners, covers, and pages. The book is in great condition! Stock photos may not look exactly like the book.

Paperback. Condizione: As New. Kelly Williams; Eric Zawadski; Creees Hyunsung Lee; Juan Castro; Claire Connelly; Joseba Morales; Yosam Cardenas; Soo Lee; Ariela Kristantina; Christian DiBari; John Bivens; Matt Harding; Jamel Jones; Sean Von Gorman; Don Cardenas; Fabian Lelay; Phillip Sevy; Adam Ferris (illustratore). ***Please Read*** No marks on text - My shelf location - Mag-152*.

Paperback. Condizione: Very Good. Light edgewear to covers. Spine uncreased. Binding sound. Corner crease to top corner of first page. Staining to top of textblock, pages else clean, text unmarked.

Trade Paperback. Condizione: New. No Jacket. Kelly Williams; Eric Zawadski; Creees Hyunsung Lee; Juan Castro; Claire Connelly; Joseba Morales; Yosam Cardenas; Soo Lee; Ariela Kristantina; Christian DiBari; John Bivens; Matt Harding; Jamel Jones; Sean Von Gorman; Don Cardenas; Fabian Lelay; Phillip Sevy; Adam Ferris (illustratore). New Graphic Novel.

Hardcover. Condizione: Good. Condizione sovraccoperta: Good. Hardcover with DJ. The DJ is in a mylar cover and glued to the book. PO stamp in the front. Tracking available on most domestic orders.

Condizione: Like New. Kelly Williams; Eric Zawadski; Creees Hyunsung Lee; Juan Castro; Claire Connelly; Joseba Morales; Yosam Cardenas; Soo Lee; Ariela Kristantina; Christian DiBari; John Bivens; Matt Harding; Jamel Jones; Sean Von Gorman; Don Cardenas; Fabian Lelay; Phillip Sevy; Adam Ferris (illustratore). Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind.

No Binding. Condizione: VG. Condizione sovraccoperta: None. A lot of four VG or better original release 8 x 10 stills. Size: 10 x 13. Photographic Image.

Condizione: New.

Paperback. Condizione: Brand New. 216 pages. 8.19x5.35x0.79 inches. In Stock.

Magazine. Condizione: Very Good +. Haar, Ken (illustratore). Vol. 17, No.9, September. A solid copy with no creasing or edge rubbings. No store stamps. Stories by ; Wendell Smith, Loring Wison, Don Zutx, Thomas Huggler, Don Wallace.

Magazine. Condizione: Very Good +. Goodwin, Wm. R. (illustratore). Vol.73,no.3, March. A solid copy with no creasing or edge rubbings. No store stamps. Stories by ; Gretchen Walker, Branley Allen Branson, Gerald Almy, Don Zutz, Thomas Huggler.

Condizione: New.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: As New. Unread book in perfect condition.

Hardback. Condizione: New. The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction. This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions.The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund.

Softcover. Condizione: Very good+. Condizione sovraccoperta: no dust jacket. First Edition. spiral-bound softcover.

Condizione: new.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Hardback. Condizione: New. The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction. This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions.The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund.

Condizione: New.

Condizione: New. pp. 272.

Hardcover. Condizione: new. Hardcover. The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction. This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions.The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund. The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are construct Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condizione: New. pp. 272.

Hardcover. Condizione: Brand New. 215 pages. 8.75x5.75x1.00 inches. In Stock.

Hardcover. Condizione: Brand New. 215 pages. 8.75x5.75x1.00 inches. In Stock.

Hardcover. Condizione: new. Hardcover. The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction. This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions.The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund. The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are construct Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Hardback. Condizione: New. The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction. This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions.The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund.

Condizione: New. &Uumlber den AutorDon Harding is professorial research fellow at the Centre of Policy Studies (CoPS) at Victoria University and honorary professor of economics at La Trobe University. Adrian Pagan is professor emeritus of .