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Edité par VDM Verlag, 2009
ISBN 10 : 3639179412ISBN 13 : 9783639179415
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Edité par VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639179412ISBN 13 : 9783639179415
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Etat : New.
Edité par VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639179412ISBN 13 : 9783639179415
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Economic dynamics in small open economies are ruled by complex structures and interdependencies. Interest rate developments are closely related to macroeconomic dynamics. It is, therefore, important for policy setters, portfolio and risk managers to understand these dynamics. This book analyzes interdependencies between macroeconomic variables and interest rates in an integrated setting. The aim is to model the interaction of macro variables with the term structure and to forecast the yield curve. Interest rate dynamics are decomposed into three latent factors according to the Diebold and Li exponential component framework. Additionally, macro economic variables carrying important information of the state of the economy are defined. To utilize broader macroeconomic information the principal components methodology is used. Yield and macro factors are combined in a vector autoregressive model setting for the Czech Republic, Hungary and Poland. Yield forecasts up to twelve months ahead are calculated with good forecasting performance. Moreover, interdependencies of the yield curve with the macroeconomy are analyzed. The models are implemented within the R programming language. 196 pp. Englisch.
Edité par VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639179412ISBN 13 : 9783639179415
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
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PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Edité par VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639179412ISBN 13 : 9783639179415
Vendeur : moluna, Greven, Allemagne
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Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Brechtken Gunnaris with the Financial Stability and Banking Inspections Department of the Austrian National Bank. He holds a degree in Finance from the University of Vienna and has gained experience in the Emerging Market Fixed Incom.
Edité par VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639179412ISBN 13 : 9783639179415
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Livre impression à la demande
Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Economic dynamics in small open economies are ruled by complex structures and interdependencies. Interest rate developments are closely related to macroeconomic dynamics. It is, therefore, important for policy setters, portfolio and risk managers to understand these dynamics. This book analyzes interdependencies between macroeconomic variables and interest rates in an integrated setting. The aim is to model the interaction of macro variables with the term structure and to forecast the yield curve. Interest rate dynamics are decomposed into three latent factors according to the Diebold and Li exponential component framework. Additionally, macro economic variables carrying important information of the state of the economy are defined. To utilize broader macroeconomic information the principal components methodology is used. Yield and macro factors are combined in a vector autoregressive model setting for the Czech Republic, Hungary and Poland. Yield forecasts up to twelve months ahead are calculated with good forecasting performance. Moreover, interdependencies of the yield curve with the macroeconomy are analyzed. The models are implemented within the R programming language.
Edité par VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639179412ISBN 13 : 9783639179415
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Livre impression à la demande
PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Edité par VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639179412ISBN 13 : 9783639179415
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Livre
Paperback. Etat : Like New. Like New. book.