Free Delivery Over $100
|
|
|||
|
||||
OverviewFull Product DetailsAuthor: Filippo di Mauro (Senior Adviser, European Central Bank) , M. Hashem Pesaran (Professor of Economics, University of Cambridge; John Elliott Chair, University of Southern California; and a Professorial Fellow of Trinity College, Cambridge)Publisher: Oxford University Press Imprint: Oxford University Press Dimensions: Width: 16.30cm , Height: 2.40cm , Length: 24.10cm Weight: 0.608kg ISBN: 9780199670086ISBN 10: 0199670080 Pages: 300 Publication Date: 28 February 2013 Audience: College/higher education , Professional and scholarly , Undergraduate , Postgraduate, Research & Scholarly Format: Hardback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of Contents1: Filippo di Mauro and M. Hashem Pesaran: Introduction 2: Filippo di Mauro and L. Vanessa Smith: The Basic GVAR DdPS Model INTERNATIONAL TRANSMISSION AND FORECASTING 3: Anthony Garratt, Kevin Lee, and Kalvinder Shields: Global Recessions and Output Interdependencies in a GVAR Model of Actual and Expected Output in the G7 4: Ron P. Smith: The GVAR Approach to Structural Modelling 5: Alessandro Galesi and Marco J. Lombardi: External Shocks and International Inflation Linkages 6: Sandra Eickmeier and Tim Ng: International Business Cycles and the Role of Financial Markets 7: Matthew Greenwood-Nimmo, Viet Hoang Nguyen, and Yongcheol Shin: Using Global VAR Models for Scenario-based Forecasting and Policy Analysis 8: L. Vanessa Smith: Short and medium-term forecasting using 'pooling' techniques FINANCE APPLICATIONS 9: Silvia Lui and James Mitchell: Nowcasting Quarterly Euro Area GDP Growth using a Global VAR Model 10: Alexander Al-Haschimi and Stéphane Dees: Macroprudential Applications of the GVAR 11: Carlo A. Favero: Modelling Sovereign Bond Spreads in the Euro Area: A Non-linear Global VAR Model 12: C. Nickel and I. Vansteenkist: The International Spillover of Fiscal Spending on Financial Variables REGIONAL APPLICATIONS 13: Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci, and TengTeng Xu: China's Emergence in the World Economy and Business Cycles in Latin America 14: David Fielding, Kevin Lee, and Kalvinder Shields: Does One Size Fit All? Modelling Macroeconomic Linkages in the West African Economic and Monetary Union 15: Stéphane Dees: Competitiveness, External Imbalances, and Economic Linkages in the Euro Area 16: Katrin Assenmacher: Forecasting the Swiss Economy with a Small GVAR Model 17: Alessandro Galesi and Silvia Sgherri: Regional Financial Spillovers Across Europe 18: Filippo di Mauro and M. Hashem Pesaran: ConclusionReviewsAuthor InformationFilippo di Mauro is Senior Adviser in the Research Department of the European Central Bank (ECB). He has published in academic journals such as the Journal of Applied Econometrics and Economic Policy. His work focuses on two main areas: Competitiveness assessment via firm level data; and Global linkages and business cycle forecast, including firm level information extraction. He is chairman of CompNet, a competitiveness research network among EU central banks. He has almost 30 years of applied economic experience as economist in Central Banks (ECB, 1998-present, Bank of Italy, 1984-1990, 1996-98) and International Development organizations (Asian Development Bank, 1990-94, IMF, 1986-88, 1994-96). Over the period 1998-2010 he directed international economic analysis in the Department of Economics at the ECB. An economics graduate of University of Rome, he holds an MA and a PhD in Economics, from the University of Chicago and the American University, respectively. M. Hashem Pesaran is Professor of Economics at the University of Cambridge, John Elliott Chair at the University of Southern California, and a Professorial Fellow of Trinity College. Previously he has been the head of the Economic Research Department of the Central Bank of Iran, the Under-Secretary of the Ministry of Education, Iran, Professor of Economics at the University of California at Los Angeles, and a Vice President at the Tudor Investment Corporation. Professor Pesaran is the founding editor of the Journal of Applied Econometrics and has held visiting positions at Harvard University, UCLA, University of Pennsylvania, and the University of Southern California. He has over 189 publications in refereed journals and chapters in books in the various areas of econometrics, empirical finance and macroeconomics, and the Iranian economy. He is a Fellow of the Econometric Society, a Fellow of the British Academy, and the recipient of a number of prizes for best articles. Tab Content 6Author Website:Countries AvailableAll regions |
||||
