Biblioteca Especializada

Business Cycle Fluctuations in US Macroeconomic Time Series / James H. Stock

Público ISBD en Handbook of Macroeconomics, volume 1A / John B. Taylor Título : Business Cycle Fluctuations in US Macroeconomic Time Series Tipo de documento: texto manuscrito Autores: James H. Stock, Autor ; Mark W. Watson, Autor Número de páginas: pp. 3-64 en Handbook of Macroeconomics, volume 1A / John B. Taylor Business Cycle Fluctuations in US Macroeconomic Time Series [texto manuscrito] / James H. Stock, Autor ; Mark W. Watson, Autor . - [s.d.] . - pp. 3-64.

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Business cycles, indicators, and forecasting / James H. Stock

Público ISBD Título : Business cycles, indicators, and forecasting Tipo de documento: texto impreso Autores: James H. Stock, Autor ; Mark W. Watson, Censor ; Victor Zarnowitz, Autor ; Phillip A. Braun, Autor Editorial: Chicago : University of Chicago Press Fecha de publicación: 1993 Colección: Studies in business cycles num. v. 28 Número de páginas: 337p Nota general: Incluye bibliografías e índice. Clasificación: 338.544 Business cycles, indicators, and forecasting [texto impreso] / James H. Stock, Autor ; Mark W. Watson, Censor ; Victor Zarnowitz, Autor ; Phillip A. Braun, Autor . - Chicago : University of Chicago Press, 1993 . - 337p. - (Studies in business cycles; v. 28) . Incluye bibliografías e índice. Clasificación: 338.544

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Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
34152	338.544 STOb	Libro	Biblioteca Especializada	Colección general	Disponible

Dynamic Factor Models / James H. Stock

Público ISBD en The Oxford Handbook of Economic Forecasting / Michael P. Clements Título : Dynamic Factor Models Tipo de documento: texto manuscrito Autores: James H. Stock, Autor ; Mark W. Watson, Autor Número de páginas: pp. 35-60 en The Oxford Handbook of Economic Forecasting / Michael P. Clements Dynamic Factor Models [texto manuscrito] / James H. Stock, Autor ; Mark W. Watson, Autor . - [s.d.] . - pp. 35-60.

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Essays in econometrics / Eric Ghysels

Público ISBD Título : Essays in econometrics : collected papers of Clive W.J. Granger. v.1 Spectral nalysis, seasonality, nonlinearity, methodology, and forecasting Tipo de documento: texto impreso Autores: Eric Ghysels, Censor ; Norman R. Swanson, Censor ; Mark W. Watson, Censor Editorial: Cambridge : Cambridge University Press Fecha de publicación: 2001 Colección: Econometric Society monographs num. 32 Número de páginas: 523p Nota general: ISBN 0 521 79697 0 (set :pbk) Clasificación: 330.0182 Essays in econometrics : collected papers of Clive W.J. Granger. v.1 Spectral nalysis, seasonality, nonlinearity, methodology, and forecasting [texto impreso] / Eric Ghysels, Censor ; Norman R. Swanson, Censor ; Mark W. Watson, Censor . - Cambridge : Cambridge University Press, 2001 . - 523p. - (Econometric Society monographs; 32) . ISBN 0 521 79697 0 (set :pbk) Clasificación: 330.0182

Contenido :

• The ET interview : professor Clive Granger / Eric Ghysels
• Reprinted in the random character of stock market prices / Clive William John Granger
• The typical spectral shape of an economic variable / Clive William John Granger
• Seasonality : causation, interpretation and implications / Clive William John Granger
• Is seasonal adjustment a linear or nonlinear data-filtering process? / Eric Ghysels
• Non-linear time series modeling / Clive William John Granger
• Using the correlation exponent to decide whether an economic series in chaotic / Clive William John Granger
• Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests / Tae-Hwy Lee
• Semiparametric estimates of the relation between weather and electricity sales / Clive William John Granger
• Time series modeling and interpretation / Clive William John Granger
• On the invertibility of time series models / Clive William John Granger
• The time series approach to econometric model building / Clive William John Granger
• Near normality and some econometric models / Clive William John Granger
• Comments on the evaluation of policy models / Clive William John Granger
• Implications of aggregation with common factors / Clive William John Granger
• Estimating the probability of flooding on a Tidal River / Clive William John Granger
• Prediction with a generalized cost of error function / Clive William John Granger
• Some comments on the evaluation of economic forecasts / Clive William John Granger
• The combination of forecasts / Clive William John Granger
• Invited review : combining forecasts - twenty years later / Clive William John Granger

20 registros indicados sobre 25, ver los 5 autores

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Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
35659	330.0182 GHYe	Libro	Biblioteca Especializada	Colección general	Disponible

Essays in econometrics / Eric Ghysels

Público ISBD Título : Essays in econometrics : collected papers of Clive W.J. Granger. v.2 Causality, integration and cointegration, and long memory Tipo de documento: texto impreso Autores: Eric Ghysels, Censor ; Norman R. Swanson, Censor ; Mark W. Watson, Censor Editorial: Cambridge : Cambridge University Press Fecha de publicación: 2001 Colección: Econometric Society monographs num. 33 Número de páginas: 378p Nota general: ISBN 0 521 79697 0 (set : pbk) Clasificación: 330.0182 Essays in econometrics : collected papers of Clive W.J. Granger. v.2 Causality, integration and cointegration, and long memory [texto impreso] / Eric Ghysels, Censor ; Norman R. Swanson, Censor ; Mark W. Watson, Censor . - Cambridge : Cambridge University Press, 2001 . - 378p. - (Econometric Society monographs; 33) . ISBN 0 521 79697 0 (set : pbk) Clasificación: 330.0182

Contenido :

• Investigating causal relations by econometric models and cross-spectral methods / Clive William John Granger
• Testing for causality : a personal viewpoint / Clive William John Granger
• Some recent developments in a concept of causality / Clive William John Granger
• Advertising and aggregate consumption : an analysis of causality / Richard Ashley
• Spurious regression in econometrics / Clive William John Granger
• Some properties of time series data and their use in econometric model specification / Clive William John Granger
• Time series analysis of error correction models / Clive William John Granger
• Co-integration and error-correction : representation, estimation, and testing / Robert F. Engle
• Developments in the study of cointegrated economic variables / Clive William John Granger
• Seasonal integration and cointegration / Robert F. Engle
• A cointegration analysis of treasury bill yields / Anthony D. Hall
• Estimation of common long memory components in cointegrated systems / Jesús Gonzalo
• Separation in cointegrated systems and persistent-transitory decompositions / Clive William John Granger
• Nonlinear transformations of integrated time series / Clive William John Granger
• Long memory series with attractors / Clive William John Granger
• Further developments in the study of cointegrated variables / Clive William John Granger
• An introduction to long-memory time series models and fractional differencing / Clive William John Granger
• Long memory relationships and the aggregation of dynamic models / Clive William John Granger
• A long memory property of stock market returns and a new model / Zhuanxin Ding

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35660	330.0182 GHYe	Libro	Biblioteca Especializada	Colección general	Disponible

Has the business cycle changed and why? / James H. Stock

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Introduction to Econometrics / James H. Stock

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Macroeconomic forecasting using many predictors / Mark W. Watson

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Testing for common trends / James H. Stock

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The ET interview : professor Clive Granger / Eric Ghysels

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Time series and spectral methods in econometrics / Clive William John Granger

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Variable trends in economic time series / James H. Stock

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Vector autoregressions and cointegration / Mark W. Watson

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