Econometrics and economic statistics

A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of econometrics.

This collection outlines a new approach to macroeconomics that employs cutting edge analytic techniques.

A properly structured financial model can provide decision makers with a powerful planning tool that helps them identify the consequences of their decisions before they are put into practice.

This book discusses the developments in trade theories, including new-new trade models that account for firm level trade flows, trade growth accounting using inverse gravity models (including distortions in gravity models), the impact of trade liberalization under the aegis of regional and multilateral liberalization efforts of economies using partial and general equilibrium analysis, methodologies of constructing ad valorem equivalents of non-tariff barriers, volatility spillover effects of financial and exchange rate markets.

National income estimates date back to the late 17th century, but only in the half-century since the Second World War have economic accounts developed in their present form, becoming an indispensable tool for macroeconomic analysis, projections and policy formulation.

This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.

How has the Chinese economy managed to grow at such a remarkable rate - no less than ten per cent per annum - for over three decades?

Understanding the structure of a large econometric model is rather like the art of winetasting or like the art of playing a musical instrument.

This book investigates whether the effects of economic integration differ according to the size of countries.

Your Definitive, Up-to-Date Guide to Marketing Metrics-Choosing Them, Implementing Them, Applying Them This award-winning guide will help you accurately quantify the performance of all your marketing investments, increase marketing ROI, and grow profits.

Excel predictive analytics for serious data crunchers!

A noted economist challenges the fundamental economic assumptions that cast economic growth as the objective and markets as the universally applicable means of achieving it.

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.

Cost-effectiveness analysis is becoming an increasingly important tool for decision making in the health systems.

This business analytics (BA) text discusses the models based on fact-based data to measure past business performance to guide an organization in visualizing and predicting future business performance and outcomes.

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.

In order to make informed decisions, there are three important elements: intuition, trust, and analytics.

This book expands the explanatory scope of econophysics to the real economy.

In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007.

2010 marks the hundredth anniversary of the death of Leon Walras, the brilliant originator and first formaliser of general equilibrium theory - one of the pillars of modern economic theory.

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action.

According to the health data released by the Organization forEconomic Cooperation and Development (OECD), the UnitedStates spends more per capita on healthcare than any otherOECD country.

An economic analysis of the costs and benefits of deforestation in the Amazon.

This edited volume celebrates the profound legacy of Peter Schmidt, an eminent figure in econometric research.

The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results.

In order to analyze the economic effects of various policy proposals for reforming the welfare state a model has been developed called MIMIC.

The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans, bonds, swaps, or asset-backed securities.

Mathematics for Economists with Applications provides detailed coverage of the mathematical techniques essential for undergraduate and introductory graduate work in economics, business and finance.

Low-paid employment is a key issue for labour market policy.

This thoroughly practical and engaging textbook is designed to equip students with the skills needed to undertake sound regression analysis without requiring high-level math.

lengths, that could not be captured with univariate linear filters.

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics.

William Stanley Jevons is regarded by many as bringing mathematical methods to the study of economics.

Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts.

This book empirically analyzes the vulnerability of poor households in rural areas of Mexico and the effects of the conditional cash transfer (CCT) program called PROGRESA-Oportunidades by adopting the two most recent sets of rural household panel data for 2003-2007.

Use of information is basic to economic theory in two ways.

The Community of Oil Exporting Countries (1972) looks at the oil producing countries of the developing world and their economic reliance on oil.

With the rapidly advancing fields of Data Analytics and Computational Statistics, it's important to keep up with current trends, methodologies, and applications.

Tremendous technological progress in the last half century has exponentially grown productivity as well as increased automation to reduce the costs of operation for businesses.

This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes.

This book sheds new light on a recently introduced monetary tool - negative interest rates policy (NIRP).

In recent years leading figures in a variety of fields - political, financial, medical, and organizational - have become acutely aware of the need to effectively incorporate aspects of risk into their decision-making.

This is an introduction to stochastic control theory with applications to economics, first published in 2004.

We are bombarded with economic numbers: unemployment, retail sales, inflation, GDP-the list goes on and on.

Originating from the International Network for Economic Method conference, hosted by the Erasmus Institute for Economics and Philosophy (EIPE) at the Erasmus University Rotterdam in 2013, this book chooses key themes that reflect on fascinating new developments in the philosophy of economics.

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making.

An introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond.

Written by an experienced researcher and portfolio manager who coined the term "e;risk parity,"e; this book provides readers with a practical understanding of the risk parity investment approach.