Studies in Empirical Economics

Econometrics of Short and Unreliable Time Series

Editors: Url, Thomas, Wörgötter, Andreas (Eds.)

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About this book

The disappearance of central planned economies left politicians, researchers, consultants, and academics with an interest in economies in transition in vagueness about the actual state of the economy and its short and medium term prospects. This volume provides the reader with information on how to deal with the statistical shortcomings of economies in transition. Most economic variables published for these countries tend to encompass a short period of time or they possess a low measurement quality. Moreover, most of the series are subject to structural breaks, due to the change in the patterns of economic reactions over time. The contributions in this volume show various ways to solve or at least to lessen the before mentioned problems.

Table of contents (11 chapters)

  • Problems of Estimation and Forecasting of Financial and Monetary Indicators in the USSR

    Kazmin, Andrei I.

    Pages 3-16

  • Macroeconomic Forecasting in the Transition Period — The Case of Hungary

    Neményi, Judit

    Pages 17-40

  • Pooling Noisy Data Sets

    Leamer, Edward E.

    Pages 41-60

  • An Econometric Model for Prices and Wages with Respect to the Economic Reform in Czechoslovakia

    Veverka, Jan

    Pages 61-71

  • Using Extraneous Information to Estimate Time Series Models. A Review of Approaches Applied in Market Response Modeling

    Hruschka, Harald

    Pages 73-86

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-642-99782-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.00
price for USA
  • ISBN 978-3-642-99784-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Econometrics of Short and Unreliable Time Series
Editors
  • Thomas Url
  • Andreas Wörgötter
Series Title
Studies in Empirical Economics
Copyright
1995
Publisher
Physica-Verlag Heidelberg
Copyright Holder
Physica-Verlag Heidelberg
eBook ISBN
978-3-642-99782-2
DOI
10.1007/978-3-642-99782-2
Softcover ISBN
978-3-642-99784-6
Series ISSN
1431-8830
Edition Number
1
Number of Pages
XII, 238
Topics