New introduction to multiple time series analysis

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and ...

Health economics

"Health Economics" is the most complete text available on the economics of health behavior and health care delivery. Appropriate both for advanced undergraduate and beginning graduate students of economics, this text provides the key analytical tools required to understand current research, presenting empirical evidence on ...

Statistical tools for finance and insurance

The economics of foreign exchange and global finance

The book presents all major subjects in international monetary theory, foreign exchange markets, international financial management and investment analysis. The book is relevant to real world problems in the sense that it provides guidance on how to solve policy issues as well as practical management ...

New trends in macroeconomics

"This volume does exactly what its title says: it acquaints with 'New Trends in Macroeconomics'. More specifically, it contains eleven chapters covering different aspects of modern macroeconomics: short-run fluctuations, long-run growth, monetary economics, international finance, macroeconometrics and complex dynamics. All chapters break new grounds in ...

A modern introduction to probility and statistics

understanding why and how

Probability and Statistics are studied by most science students. Many current texts in the area are just cookbooks and, as a result, students do not know why they perform the methods they are taught, or why the methods work. The strength of this book is ...

Random number generation and Monte Carlo Methods

Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing ...

Using SPSS for Windows

data analysis and graphics

Risk management

challenge and opportunity

Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at being a reference work in its field. Different to other books on the topic, it addresses the challenges and opportunities facing the different risk management types ...

Rethinking regional innovation and change

path dependency or regional breakthrough

Beyond path dependency and competitive convergence: Institutional transfer from a discourse-analytical perspective.- Tacit knowledge, path dependency and local trajectories of growth.- Regional transformation and regional disequilibrium: New knowledge economies and their discontents.- Switching ties, recombining teams: Avoiding lock-in through project organization?- Knowledge- intensive services as ...

Handbook of new institutional economics

New Institutional Economics (NIE) has skyrocketed in scope and influence over the last three decades. This first Handbook of NIE provides a unique and timely overview of recent developments and broad orientations. Contributions analyse the domain and perspectives of NIE; sections on legal institutions, political ...

Globalization and urban development

Most research on globalization has focused on macroeconomic and economy-wide consequences. This book explores an under-researched area, the impacts of globalization on cities and national urban hierarchies, especially but not solely in developing countries. Most of the globalization-urban research has concentrated on the "global cities ...

An introduction to Markov Processes

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's ...

E-Merging media

communication and the media economy of the future

After the very successful ECC-Book on "E-conomy" this new report of the European Communication Council (ECC) analyzes from various perspectives the profound societal and economical change of the media economy, initiated by digitalization and networking. Against the background of the current media history, it highlights ...

Corporate social responsibility across Europe

discovering national perspectives of corporate citizenship

The effective tax burden on highly qualified employees

an international comparison

The dynamic macroeconomic effects of public capital

theory and evidence for OECD countries

This book analyzes the dynamic macroeconomic effects of public capital in industrialized countries. The issue of whether public capital is productive has received a great deal of recent attention. Yet, existing empirical analyses have been limited to a small set of countries. This book presents ...

Mathematics of financial markets

Recent years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands ...

Martingale methods in financial modelling

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with ...

The mathematics of arbitrage

This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of 'no arbitrage'. The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part ...

Real world justice

grounds, principles, human rights, and social institutions

The concept of global justice makes visible how we citizens of affluent countries are potentially implicated in the horrors so many must endure in the so-called less developed countries. Distinct conceptions of global justice differ in their specific criteria of global justice. However, they agree ...

Challenges for Central Banks in an enlarged EMU