Condorcet's paradox.Vol.I: Theory and methodology

This book is a compilation of the research that has been conducted in the study of Condorcet's Paradox for two centuries. It begins with a historical overview of the discovery of "Condorcet's Paradox" in the 18th Century, provides an exhaustive survey of numerous ...

Long memory in economics

When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic and financial variables, compared to standard LRD processes, becomes apparent. In order to get a better understanding of the behaviour of some economic variables, the book assembles ...

Operational risk

modeling analytics

"Enterprise Risk Management" provides a highly detailed development of the many probabilistic and statistical methods that are used in operational risk. These methods have traditionally been developed in the insurance/actuarial field, but they are now applicable to operational risk measurement and management. In the ...

Global and national macroeconometric modelling

a long-run structural approach

This book provides a comprehensive description of the state-of-the-art in modelling global and national economies. It introduces the long-run structural approach to modelling that can be readily adopted for use in understanding how economies work, and in generating forecasts for decision- and policy-makers. The book ...

Modelling methods for health economic evaluation

In financially constrained health systems across the world, increasing emphasis is being placed on the ability to demonstrate that health care interventions are not only effective, but also cost-effective. This book deals with decision modelling techniques that can be used to estimate the value for ...

Value-based metrics for improving results

an enterprise project mangement toolkit

This comprehensive guide illustrates how to establish, implement and manage an effective metrics program for achieving improved performance in your business and in attainment of your professional or personal goals. Featuring an implementation roadmap that can be applied in most any organization, Value-Based Metrics for ...

Optimisation, econometric and financial analysis

Advanced computational methods are often employed for the solution of modelling and decision- making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book ...

Análisis de series temporales económicas

Este libro es una introducción a la Econometría, válido para estudiantes de economía no iniciados en la materia y para toda persona interesada en el conocimiento de las técnicas econométricas, sea o no especialista en el campo económico. El volumen está centrado en la modelización ...

Spatial econometrics

statistical foundations and applications to regional convergence

The new economic geography and the debate on regional economic convergence have drawn increasingly the interest of economists in the empirical analysis of regional and spatial data. However, even if the methodology for the econometric treatment of spatial data is well developed, there does not ...

Lire l'économétrie

Discipline au croisement de l'économie et de la statistique, l'économétrie reste pour beaucoup mystérieuse, alors qu'elle est de plus en plus souvent invoquée dans les débats politiques. L'objectif de ce guide est de rendre la lecture des textes économétriques accessible à ...

Modeling and forecasting primary commodity prices

The publication of this book at this time is particularly important. Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many ...

The cointegrated VAR model

methodology and applications

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of ...

The econometrics of energy systems

Twenty years of liberalization have transformed the energy sector. The old energy world of long-term contracts and personal contacts has changed beyond recognition into a set of highly competitive markets with instantaneous decision-making much like the financial sector. Decentralized decision-making by multiple actors creates the ...

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 ...

Stochastic volatility

selected readings

Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility, and ...

The forces of economic growth

a time series perspective

Micro-econometrics for policy, program, and treatment effects

Readings in unobserved components models

Investigación operativa

problemas y ejercicios resueltos

General-to-specific modeling