Economic Models - Convex Optimization

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Inflation Control in Central and Eastern European Countries 197 Datastream codes. Czech Germany Poland Republic Slovenia Exchange rate USXRUSD (US$ per ∈) Exchange rate BDESXUSD. POI..AF. CZXRUSD. SJXRUSD. (vs. US$) CPI BDCONPRCF POCONPRCF CZCONPRCF SJCONPRCF Industrial BDINPRODG POIPTOT5H CZIPTOT.H SJIPTO01H production 3-month-rate BDINTER3 PO160C.. CZ160C.. SJI60B.. Diagnostic tests of some specifications that we dismissed: Table 5b. Germany, PC equation, whole dataset. PC [sample: 91Q3–04Q1] ˆπ t = 0.47 − 0.29π t−1 − 0.66π t−1 − 0.53π t−2 (0.48) (0.18) (0.18) (0.17) [N:0.00] [AC: 0.20] [H: 0.06] [Chow: 0.62] − 0.50π t−3 . (0.18) + 7.22y t−1 (13.41)
198 Fabrizio Iacone and Renzo Orsi Table 5c. Poland, whole dataset. AD ŷ t = 0.02 + 0.509y t−1 − 0.0025r t−1 (0.009) (0.166) (0.001) [N: 0.00] [AC: 0.20] [H:0.53] [Chow: 0.06] PC ˆπ t =−0.42 − 0.10π t−1 (1.25) (0.08) − 0.130w t−1 (0.203) − 0.77π t−1 − 0.78π t−2 (0.12) (0.11) − 0.67π t−3 . + 22.55y t−1 (0.10) (27.42) [N: 0.00] [AC: 0.01] [H: 0.07] [Chow: 0.81] + 18.08(q t−1 − q t−5 ) (9.29) [sample: 93Q2–04Q1] − 0.054(q t−1 + q t−5 ) (0.045) [sample: 93Q2–04Q1]
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ECONOMIC MODELS Methods, Theory and
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ECONOMIC MODELS Methods, Theory and
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This Volume is Dedicated to the Mem
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Contents Tom Oskar Martin Kronsjo:
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Tom Oskar Martin Kronsjo: A Profile
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Tom Oskar Martin Kronsjo students t
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About the Editor Prof. Dipak Basu i
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Contributors Athanasios Athanasenas
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Contributors Victoria Miroshnik, is
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xx Introduction type of model is ve
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4 Olav Bjerkholt Among these was al
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6 Olav Bjerkholt method, searching
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8 Olav Bjerkholt context, but one o
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10 Olav Bjerkholt be modified in th
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12 Olav Bjerkholt through a number
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14 Olav Bjerkholt memoranda. These
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16 Olav Bjerkholt hopelessly ineffe
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18 Olav Bjerkholt References Arrow,
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24 Alexis Lazaridis A straightforwa
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26 Alexis Lazaridis where ⎛ ⎞ j
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28 Alexis Lazaridis Estimating the
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30 Alexis Lazaridis 5.1. Testing fo
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32 Alexis Lazaridis by applying the
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34 Alexis Lazaridis Nevertheless, t
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36 Alexis Lazaridis Table 2. Residu
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38 Alexis Lazaridis Table 3. Critic
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40 Alexis Lazaridis Figure 4. The s
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42 Alexis Lazaridis Perron, P and T
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44 Dipak R. Basu and Alexis Lazarid
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70 Andrew Hughes Hallet have, there
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72 Andrew Hughes Hallet other. The
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74 Andrew Hughes Hallet success in
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76 Andrew Hughes Hallet with a hori
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78 Andrew Hughes Hallet control inf
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80 Andrew Hughes Hallet Table 2. Fi
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92 Andrew Hughes Hallet (d) Since E
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94 Andrew Hughes Hallet Table 3. Ex
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96 Andrew Hughes Hallet restraint m
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98 Andrew Hughes Hallet HM Treasury
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100 Andrew Hughes Hallet γ/(β −
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102 Chirstophe Deissenberg and Pave
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138 Victoria Miroshnik 2. Corporate
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140 Victoria Miroshnik Japanese NC
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Page 175 and 176: 152 Anna-Maria Mouza of salaries of
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Page 191 and 192: 168 Anna-Maria Mouza The solution o
Page 197 and 198: 174 Fabrizio Iacone and Renzo Orsi
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Page 247 and 248: 224 Index fiscal expansions, 91, 92
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Economic Models - Convex Optimization

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