Recent Econometric Techniques for Macroeconomic and Financial Data

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co—spectra, and explores topics such as non—linear and non—stationary behavior, shastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: ...