The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines a

This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techn

This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater expla

The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world foreca