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Almost all about unit roots foundations, developments, and applications / In Choi

By: Choi, In.
Material type: materialTypeLabelBookSeries: Themes in modern econometrics.Nueva York (Estados Unidos) Cambridge University Press 2015Description: 279 páginas. 20 cm.ISBN: 9781107097339; 9781107482500.Subject(s): Econometría | Economía -- Metodos estadísticos | Ciencias sociales -- Metodos estadísticos | C01 - Econometría | C19 - Métodos econométricos y estadísticos y metodología: generalidades: OtrosDDC classification: 330.015195 Other classification: C01 | C19
Contents:
1 Introduction 1.1 Motivation and Scope of This Book 1.2 Properties of Unit Root Processes 1.3 Economics and Unit Roots 1.3.1 Nelson and Plosser (1982) 1.3.2 Cointegration 1.3.3 Purchasing Power Parity Hypothesis 1.3.4 Asset Prices 1.3.5 Relative Mean Reversion in International Stock Markets 1.3.6 Growth and Convergence 1.3.7 Convergence of Real Interest Rates 1.3.8 Inflation Convergence 1.3.9 Unemployment Hysteresis 1.4 Other Branches of Social Science and Unit Roots 1.4.1 Political Science and Unit Roots
List(s) this item appears in: Nuevas Adquisiones
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Item type Home library Call number Vol info Status Date due Barcode Item holds
LIBROS FISICOS Biblioteca Principal
330.015195 C46a (Browse shelf) Ejemplar 2 Available 95400000000877
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Incluye referencias bibliográficas e índices

1 Introduction
1.1 Motivation and Scope of This Book
1.2 Properties of Unit Root Processes
1.3 Economics and Unit Roots
1.3.1 Nelson and Plosser (1982)
1.3.2 Cointegration
1.3.3 Purchasing Power Parity Hypothesis
1.3.4 Asset Prices
1.3.5 Relative Mean Reversion in International Stock Markets
1.3.6 Growth and Convergence
1.3.7 Convergence of Real Interest Rates
1.3.8 Inflation Convergence
1.3.9 Unemployment Hysteresis
1.4 Other Branches of Social Science and Unit Roots
1.4.1 Political Science and Unit Roots

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