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SPIRES-BOOKS: FIND KEYWORD MACROECONOMICS/MONETARY ECONOMICS/FINANCIAL ECONOMICS *END*INIT* use /tmp/qspiwww.webspi1/21864.66 QRY 131.225.70.96 . find keyword macroeconomics/monetary economics/financial economics ( in books using www Cover
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Call number:SPRINGER-2016-9783319318226:ONLINE Show nearby items on shelf
Title:Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Author(s): Estela Bee Dagum
Date:2016
Size:1 online resource (10 p.)
Note:10.1007/978-3-319-31822-6
Contents:Introduction -- Time Series Components -- Part I: Seasonal Adjustment Methods -- Seasonal Adjustment: Meaning, Purpose and Methods -- Linear Filters Seasonal Adjustment Methods: Census Method II and its Variants -- Seasonal Adjustment Based on ARIM A Decomposition: TRAMO-SEATS -- Seasonal Adjustment Based on Structural Time Series Models -- Part II: Trend-Cycle Estimation -- Trend-Cycle Estimation -- Further Developments on the Henderson Trend-Cycle Filter -- A Unified View of Trend-Cycle Predictors in Reproducing Kernel Hilbert Spaces (RKHS) -- Real Time Trend-Cycle Prediction -- The Effect of Seasonal Adjustment on Real-Time Trend-Cycle Prediction -- Glossary
ISBN:9783319318226
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Probabilities , Econometrics , Macroeconomics , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistical Theory and Methods , Statistics for Social Science, Behavorial Science, Education, Public Policy, and , Macroeconomics/Monetary Economics//Financial Economics , Probability Theory and Stochastic Processes , Econometrics
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Call number:SPRINGER-2016-9783319290942:ONLINE Show nearby items on shelf
Title:Leveraged Exchange-Traded Funds Price Dynamics and Options Valuation
Author(s): Tim Leung
Date:2016
Edition:1st ed. 2016
Size:1 online resource (97 p.)
Note:10.1007/978-3-319-29094-2
Contents:Introduction -- Price Dynamics of Leveraged ETFs -- Risk Analysis of Leveraged ETFs -- Options on Leveraged ETFs -- Conclusions
ISBN:9783319290942
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Economics, Mathematical , Macroeconomics , Mathematics , Quantitative Finance , Macroeconomics/Monetary Economics//Financial Economics
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Call number:SPRINGER-2004-9783790826814:ONLINE Show nearby items on shelf
Title:Household Behaviour, Equivalence Scales, Welfare and Poverty
Author(s):
Date:2004
Size:1 online resource (296 p.)
Note:10.1007/978-3-7908-2681-4
Contents:Equivalence Scales Based on Collective Household Models -- Welfare Comparisons Among Individuals Under Samuelson’s Model of Households -- Equivalence Scales: A Fresh Look at an Old Problem. Theory and Empirical Evidence -- An
“Endogenous Dummy Variable” Estimator of Women’s Opportunity Costs of Children in Italy -- Equivalence Scales, Horizontal Equity and Horizontal Inequity -- Equivalence Scales and Taxation: A Simulation Analysis -- Analysis of Resource
Inflows and Their Impact on Household Behaviour: Evidence from South Africa -- Estimation of the Sharing Rule between Adults and Children and Related Equivalence Scales within a Collective Consumption Framework -- Drug Consumption and
Intra-Household Distribution of Resources: The Case of Qat in an African Society -- Estimation of Unit Values in Cross Sections without Quantity Information and Implications for Demand and Welfare Analysis -- Analysis and Measurement
of Poverty. Univariate and Multivariate Approaches and Their Policy Implications. A Case Study: Italy -- Using Equivalence Scales as Spatial Deflators: Evidence in Inter-Household Welfare Regional Comparisons from Italian HBS
Micro-Data -- Authors List and Addresses
ISBN:9783790826814
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Econometrics , Macroeconomics , Population , Economics , Macroeconomics/Monetary Economics//Financial Economics , Statistics for Business/Economics/Mathematical Finance/Insurance , Econometrics , Population Economics
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Call number:SPRINGER-2004-9783540247654:ONLINE Show nearby items on shelf
Title:Irrational Exuberance Reconsidered The Cross Section of Stock Returns
Author(s): Mathias Külpmann
Date:2004
Edition:Second Edition
Size:1 online resource (230 p.)
Note:10.1007/978-3-540-24765-4
Contents:I Irrational Exuberance Reconsidered -- 1 Stock Market Overreaction and Portfolio Management — An Interview with Barbara Rega, CFA, and Bernd Meyer, CFA -- 2 Scope of Analysis -- II Overshooting in the Cross Section of Stock Returns:
The Winner-Loser Effect -- 3 Literature -- 4 Empirical Evidence for Germany -- III Explaining the Cross Section of Stock Returns: CAPM versus Fundamentals -- 5 Explaining the Winner-Loser Effect: Theory -- 6 The CAPM and the
Winner-Loser Effect -- 7 Fundamentals and the Winner-Loser Effect -- 8 Fundamentals versus Beta — What Drives Stock Returns? -- IV Corporate Control -- 9 Reversals in Stock Returns and Temporary Problems of Corporate Control --
Conclusion -- References -- Author Index -- About the Author
ISBN:9783540247654
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Finance , Economics, Mathematical , Macroeconomics , Finance , Finance, general , Quantitative Finance , Macroeconomics/Monetary Economics//Financial Economics
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Call number:SPRINGER-1994-9789401110365:ONLINE Show nearby items on shelf
Title:The Dynamic Systems of Basic Economic Growth Models
Author(s): Bjarne S Jensen
Date:1994
Size:1 online resource (356 p.)
Note:10.1007/978-94-011-1036-5
Contents:and Overview -- 1 Basic laws of production -- 2 Classical growth models and homogeneity -- 3 Classical growth models and minimal factor rewards -- 4 Aggregate endogenous growth models -- Synopsis of endogenous growth models -- 5
Neoclassical growth models -- 6 Keynesian growth models -- 7 Leontief technology and efficient factor utilization -- 8 Flexible technologies and proportional saving -- 9 Flexible technologies and classical saving -- Synopsis of
two-sector growth models -- Final comments -- 10 Homogeneous Dynamics in the Plane -- 11 Linear and Affine Dynamics in the Plane -- 12 Quasi-Homogeneous Dynamics in the Plane -- 13 Discrete Linear Dynamics in the Plane -- Addendum:
Growth and Long-Run Stability -- Bibliography: Book I -- Bibliography: Book II
ISBN:9789401110365
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Mathematics and Its Applications : 302
Keywords: Mathematics , Differential equations , Mathematical models , Economic theory , Econometrics , Macroeconomics , Economic growth , Mathematics , Mathematical Modeling and Industrial Mathematics , Economic Theory/Quantitative Economics/Mathematical Methods , Econometrics , Ordinary Differential Equations , Macroeconomics/Monetary Economics//Financial Economics , Economic Growth
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Call number:SPRINGER-1972-9789401031394:ONLINE Show nearby items on shelf
Title:Forecasting Models for National Economic Planning
Author(s): A. R. G Heesterman
Date:1972
Edition:Second, Revised and Extended Edition
Size:1 online resource (166 p.)
Note:10.1007/978-94-010-3139-4
Contents:Preface and Introduction -- Preface to the Second Edition -- I. The Basic Concepts of Linear Models -- 1.1. Economic Equation Systems -- 1.2. Some Conventions of Notation -- 1.3. The Basic Block-Equation -- 1.4. Some Types of Relations -- 1.5. The N ature of Stochastic Relations -- 1.6. Instruments, Target-Variables and Data -- 1.7. The Conditional Forecast -- 1.8. The Reduced Form -- 1.9. Subsystems -- II. The Short-term Forecasting Model -- 2.1. What is’ short-Term’? -- 2.2. An Example of a Sho rt-Term Model -- 2.3. Linear Approximation -- 2.4. Production, Income and its Distribution -- 2.5. The Institutional Relations -- 2.6. The Demand for Production Factors -- 2.7. The Consumption Function -- 2.8. The Demand for Investment Goods -- 2.9. The D emand for Inventories -- 2.10. The Price Equations -- 2.11. Supply and Demand -- 2.12. Capacity -- 2.13. Built-in Stabilizers -- 2.14. The Use of Percentage Increments -- 2.15. Summary of the Short-Term Forecasting Model -- III. The (Static)
Input-Output Model -- 3.1. Use of the Input-Output Model -- 3.2. The Input-Output Table -- 3.3. The Input-Output Production Model -- 3.4. The Matrix Formulae -- 3.5. Cumulative Input-Output Coefficients -- 3.6. Allocation under Capacity Limits -- 3. 7. Artificial Sectors -- 3.8. The Input-Output Costing Model -- 3.9. Units of Measurement -- 3.10. The Requirements of Productiveness -- 3.11. The Generalized Input-Output Model -- 3.12. Regional Input-Output Models -- 3.13. History of Input-Output Analys is -- IV. Some Building Stones of Sectorized Models -- 4.1. The Extended Input-Output Model -- 4.2. Average and Marginal Input Coefficients -- 4.3. Stone’s Linear Expenditure System -- 4.4. Price-Based Substitution in Input-Output Models -- 4.5. An Inpu t-Output System with Substitution and Technical Progress -- 4.6. Unequal Lags -- V. Capital-Output Ratios -- 5.1. The Harrod-Domar Model -- 5.2. Those Awful Data -- 5.3. The Role of Technical Innovation -- 5.4. The Computation of
Capital-Output Ratios -- 5.5. In Defence of the Gross Ratio -- VI. The Dynamics of Economic Growth -- 6.1. The Dynamic Input-Output Model -- 6.2. The Accelerator Model -- 6.3. The Quasi-Static Model -- 6.4. The National Plan -- VII. Dynamic Adjustme nt Models and their Convergence -- 7.1. The Dichotomy -- 7.2. The Causal Chain -- 7.3. The Cumulative Forecast -- 7.4. The Long-Run Equilibrium -- 7.5. The Problem of Stability -- 7.6. The’ simple’ Long-Term Model -- VIII. Forecast and Policy -- 8.1. Data and Instruments -- 8.2. The Policy Programming Problem -- 8.3. Tinbergen’s Method of Instruments and Targets -- 8.4. Theil’s Quadratic Programming Approach -- List of some of the Tables and the Examples to which they belong
ISBN:9789401031394
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:International Studies in Economics and Econometrics: 2
Keywords: Statistics , Macroeconomics , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Macroeconomics/Monetary Economics//Financial Economics
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