Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution ...

This study is concerned with forecasting time series variables and the impact of the level of agg...

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution ...

In 1999 a number of member states of the European Union will adopt a common currency. This change...

This study is concerned with forecasting time series variables and the impact of the level of agg...

Time series econometrics is used for predicting future developments of variables of interest such...

In 1999 a number of member states of the European Union will adopt a common currency. This change...

In 1999 a number of member states of the European Union will adopt a common currency. This change...

Matrices are used in many areas such as staustics, econometrics, mathematics, natural sciences an...

This broadly based graduate-level textbook covers the major models and statistical tools currentl...

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution ...

Structural vector autoregressive (VAR) models are important tools for empirical work in macroecon...