Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach

著者

    • Caraiani, Petre

書誌事項

Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach

Petre Caraiani, editor

（European economic and political issues series）（Global economic studies series）

Nova Publishers, c2012

  • : hardcover

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注記

Includes index

内容説明・目次

内容説明

We approach the topic of financial and macroeconomic dynamics in Central and Eastern European economies using as an econometric paradigm the Bayesian methodology. This book consists of a selection of essays on relevant topics for current and future issues for Central and Eastern European economies.

目次

  • Preface
  • Co-movements in the Volatility of Emerging European Stock Markets
  • Global Asset Allocation Using the Black-Litterman Model & a Momentum Strategy
  • Model Averaging on the High-Frequency Eastern European Stock Market Returns
  • Investigating the dynamics of CEE stock index returns with a Bayesian TAR mode
  • Fiscal Policy in CEE Economies. Evidence from an Estimated DSGE model
  • Forecasting CEE Macroeconomic Dynamics Using a BVAR Model
  • Index.

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