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

By:

Choi, In

Material type: Text

TextLanguage: English Series: Themes in modern econometricsNueva York (Estados Unidos) Cambridge University Press 2015Description: 279 páginas. 20 cmISBN:

9781107097339
9781107482500

Subject(s):

DDC classification:

330.015195 21 C46a

Other classification:

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

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Home library	Call number	Vol info	Status	Notes	Date due	Barcode	Item holds
LIBRO FISICO	Biblioteca Principal	330.015195 C46a (Browse shelf(Opens below))	Ejemplar 2	Available	Mantener en colección.		95400000000877

Total holds: 0

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

There are no comments on this title.

to post a comment.