Co-trending: A Statistical System Analysis of Economic Trends

Name: Co-trending: A Statistical System Analysis of Economic Trends
Brand: Springer Verlag, Japan
SKU: 9784431401582
Price: 88.33 EUR
Availability: InStock

Autor: Michio Hatanaka, Hiroshi Yamada

Jazyk:

Väzba: Pevná

Vydavateľ: Springer Verlag, Japan

Dostupnosť: 50 % šanca

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88.33 €

In macro-econometrics more attention needs to be paid to the relationships among deterministic trend...

Informácie o knihe

Autor

Michio Hatanaka, Hiroshi Yamada

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2003

Stránok

115

EAN

9784431401582

ISBN

443140158X

Enbook ID

12836922

Vydavateľ

Springer Verlag, Japan

Hmotnosť

380

Rozmery

162 x 243 x 12

Kompletný popis

In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity of propositions, particularly relating to the Japanese economic growth in view of the structural changes involved within it. This book demonstrates how to determine the co-trending rank from a given set of time series data for different variables. At the same time, the method determines how many of the co-trending relations also represent cointegrations. This enables us to perform statistical inference on the parameters of relations among the deterministic trends. Co-trending is an important contribution to the fields of econometric methods, macroeconomics, and time series analyses.

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