|
|
|
|
| LEADER |
00000cam a2200000 a 4500 |
| 001 |
EBSCO_ocn727948489 |
| 003 |
OCoLC |
| 005 |
20231017213018.0 |
| 006 |
m o d |
| 007 |
cr cnu---unuuu |
| 008 |
110601s2010 nyua ob 001 0 eng d |
| 040 |
|
|
|a N$T
|b eng
|e pn
|c N$T
|d OCLCQ
|d YDXCP
|d E7B
|d OCLCF
|d NLGGC
|d OCLCO
|d EBLCP
|d OCLCQ
|d OCLCO
|d OCLCQ
|d AGLDB
|d VNS
|d OCLCQ
|d VTS
|d AU@
|d OCLCQ
|d K6U
|d OCLCQ
|d OCLCO
|d OCLCQ
|
| 020 |
|
|
|a 9781611224788
|q (electronic bk.)
|
| 020 |
|
|
|a 1611224780
|q (electronic bk.)
|
| 020 |
|
|
|z 9781607410683
|
| 020 |
|
|
|z 1607410680
|
| 029 |
1 |
|
|a AU@
|b 000051545463
|
| 029 |
1 |
|
|a DEBBG
|b BV042959017
|
| 029 |
1 |
|
|a DEBSZ
|b 421599847
|
| 035 |
|
|
|a (OCoLC)727948489
|
| 050 |
|
4 |
|a HB3730
|b .E243 2010eb
|
| 072 |
|
7 |
|a BUS
|x 021000
|2 bisacsh
|
| 072 |
|
7 |
|a BUS
|x 061000
|2 bisacsh
|
| 082 |
0 |
4 |
|a 330.01/5195
|2 22
|
| 049 |
|
|
|a UAMI
|
| 245 |
0 |
0 |
|a Economic forecasting /
|c Alan T. Molnar, editor.
|
| 260 |
|
|
|a New York :
|b Nova Science Publishers,
|c ©2010.
|
| 300 |
|
|
|a 1 online resource (x, 273 pages) :
|b illustrations
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 490 |
1 |
|
|a Economic issues, problems and perspectives series
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 588 |
0 |
|
|a Print version record.
|
| 505 |
0 |
|
|a ECONOMIC FORECASTING; CONTENTS; PREFACE; TEMPORAL DISAGGREGATIONOF TIME SERIES-A REVIEW; Abstract; 1. Introduction; 2. Methods that Do not Use Indicators; 3. Methods Based on Indicators; 3.1. Adjusting Methods; 3.2. Structural and Econometrics Model Methods; 3.3. Optimal Methods; 4. Methods Based on the Representation in the State Space; 5. Approaches from the Frequency Domain; 6. Conclusion; References; ECONOMETRIC MODELLING AND FORECASTINGOF PRIVATE HOUSING DEMAND; Abstract; Introduction; Housing Demand and Macro-economic Variables; Methodology; The Econometric Model.
|
| 505 |
8 |
|
|a Impulse Response AnalysisSources of Data; Model Specification and Implications; Unit Root Tests; Weak Exogeneity; Cointegration Tests; Vector Error-Correction Model; Model Verification; Impulse Responses and Variance Decomposition; Limitations of the Forecasting Model; Conclusion; Acknowledgement; References; SIGNAL AND NOISE DECOMPOSITIONOF NONSTATIONARY TIME SERIES; Abstract; 1. Introduction; 2. A General Framework for Decomposing Time Series; 3. Signal Extraction from ARIMA Models; 3.1. The Beveridge-Nelson Signal Extraction Filter; 3.2. A Beveridge-Nelson Smoother.
|
| 505 |
8 |
|
|a 3.3. A Canonical Decomposition3.4. ARIMA Components; 4. Structural Models and State Space Forms; 4.1. A General Class of Structural Models; 4.2. State Space Formulation and the Kalman Filter; 5. Trend Filters; 5.1. Henderson and Macaulay Trend Filters; 5.2. Hodrick-Prescott, Butterworth and Low-Pass Filters; 6. Nonlinear and Nonparametric Trends; 7. Signal Extraction from Finite Samples; 7.1. ARIMA Components; 7.2. Moving Average Filters; 7.3. Structural, Nonlinear and Nonparametric Trends; 8. Conclusion; References; A COST OF CAPITAL ANALYSISOF THE GAINS FROM SECURITIZATION; Abstract.
|
| 505 |
8 |
|
|a IntroductionCalculating Costs of Capital; Potential Sources of Gains from Securitization; Data; Results; Summary Statistics; Sources of Gains in Total Sample; Size Counts; With or without Equity Risk Retention; Industry Sub-Samples; Conclusion; Acknowledgements; Appendix: 120 Securitizing Companies with Average Sizes of Securitization Tranches; References; THE NONPARAMETRIC TIME-DETRENDEDFISHER EFFECT; Abstract; 1. Introduction; 2. Univariate Analysis -- Modeling Inflationand Nominal Interest Rates; 3. Parametric and Nonparametric VAR Models; 3.1. The Parametric Model.
|
| 505 |
8 |
|
|a 3.2. The Nonparametric Model3.3. Testing for the Fisher Effect; 4. Empirical Results; 4.1. First Sample Period; 4.2. Second Sample Period; 5. Conclusion; References; FORECASTING ABILITY AND STRATEGIC BEHAVIOROF JAPANESE INSTITUTIONAL FORECASTERS; Abstract; 1. Introduction; 2. Data; 3. Definition of Variables; 4. Trueman's Hypothesis; 4.1. Overview of Trueman's Theory; 4.2. Empirical Results; 5. Clarke and Subramanian's Hypothesis; 5.1. Overview of Clarke and Subramanian's Theory; 5.2. Empirical Results; 6. Conclusions; References.
|
| 590 |
|
|
|a eBooks on EBSCOhost
|b EBSCO eBook Subscription Academic Collection - Worldwide
|
| 650 |
|
0 |
|a Economic forecasting
|x Mathematical models.
|
| 650 |
|
6 |
|a Prévision économique
|x Modèles mathématiques.
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Econometrics.
|2 bisacsh
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Statistics.
|2 bisacsh
|
| 650 |
|
7 |
|a Economic forecasting
|x Mathematical models.
|2 fast
|0 (OCoLC)fst00901951
|
| 700 |
1 |
|
|a Molnar, Alan T.
|
| 776 |
0 |
8 |
|i Print version:
|t Economic forecasting.
|d New York : Nova Science Publishers, ©2010
|z 9781607410683
|w (DLC) 2009032429
|w (OCoLC)426814914
|
| 830 |
|
0 |
|a Economic issues, problems and perspectives series.
|
| 856 |
4 |
0 |
|u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=367750
|z Texto completo
|
| 938 |
|
|
|a ProQuest Ebook Central
|b EBLB
|n EBL3018796
|
| 938 |
|
|
|a ebrary
|b EBRY
|n ebr10661735
|
| 938 |
|
|
|a EBSCOhost
|b EBSC
|n 367750
|
| 938 |
|
|
|a YBP Library Services
|b YANK
|n 6918331
|
| 994 |
|
|
|a 92
|b IZTAP
|
