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Perspectives on Econometrics and Applied Economics

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advanced econometric methods in practice
Applied Economics
Applied Economics Journals
Asymptotic SEs
autometrics
Category=KCH
cointegration techniques
Conditional Correlations
Conditional Volatility Equation
Confidence Regions
Daily Exchange Rate Returns
Daily Stock Market Returns
DCC Model
Density Forecasts
Dm Test Statistic
econometrics
economic forecasting
Economics Journals
EGARCH
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Equilibrium Correction Term
ERM Ii
Euro Introduction
financial econometrics
Forecast Combination
forecasting
GARCH Model
Logarithmic Opinion Pool
Lower MSFE
macroeconomic indicators
Mark P. Taylor
Output Gap
Sir Clive Granger
Standard Autocorrelation
Super Exogeneity
Taylor Effect
time series analysis
Unconditional Correlations
Unconditional Volatilities
volatility modelling

Product details

  • ISBN 9780415693080
  • Weight: 400g
  • Dimensions: 216 x 276mm
  • Publication Date: 14 Dec 2011
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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Description

This volume is dedicated to the memory and the achievements of Professor Sir Clive Granger, economics Nobel laureate and one of the great econometricians and applied economists of the twentieth and early twenty-first centuries. It comprises contributions from leading econometricians and applied economists who knew Sir Clive and interacted with him over the years, and who wished to pay tribute to him as both a great economist and econometrician, and as a great man.

This book was originally published as a special issue of Applied Financial Economics.
About

Mark P. Taylor is Dean of Warwick Business School, UK, and is a leading international authority in open economy macroeconomics and international finance. Although interested in broad research subjects, he focuses particularly on empirical work on exchange rates. Amongst his many published works are studies on the presence of nonlinearity in real and nominal exchange rate movements, on the long-run behaviour of real exchange rates, on the nature and effectiveness of official foreign exchange market intervention and on the micro-structural effects of European Central Bank interest rate announcements.