Providing a valuable resource for government economists, academics, and research libraries, this volume contains twelve papers by Robert Pollak--four previously unpublished--that explore the theory of the cost of living index.
The purpose of this book is to bring together, for the first time, a description and examples of the main methods used in microsimulation modelling used in the field of income distribution analysis.
The purpose of this book is to bring together, for the first time, a description and examples of the main methods used in microsimulation modelling used in the field of income distribution analysis.
Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960.
A theft amounting to GBP1 was a capital offence in 1260 and a judge in 1610 affirmed the law could not then be applied since GBP1 was no longer what it was.
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts.
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts.
The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate.
The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate.
This volume uses state of the art models from the frontier of macroeconomics to answer key questions about how the economy functions and how policy should be conducted.
Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods.
Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.
Drawing on the author's extensive and varied research, this book provides readers with a firm grounding in the concepts and issues across several disciplines including economics, nutrition, psychology and public health in the hope of improving the design of food policies in the developed and developing world.
This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty.
In many disciplines of science it is vital to know the effect of a 'treatment' on a response variable of interest; the effect being known as the 'treatment effect'.
Macroeconometric models, in many ways the flagships of the economist's profession in the 1960s, came under increasing attack from both theoretical economist and practitioners in the late 1970s.
This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics.
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting.
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods.
