Recent Econometric Techniques for Macroeconomic and Financial Data

Gilles Dufrénot () and Takashi Matsuki

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Abstract: The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.

Date: 2021-01
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Published in Springer International Publishing, pp.387, 2021, Dynamic Modeling and Econometrics in Economics and Finance, 978-3-030-54251-1. ⟨10.1007/978-3-030-54252-8⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03104302

DOI: 10.1007/978-3-030-54252-8

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