This collection of papers represents the state of the art in the applicationof recent econometric methods to the analysis of financial markets. From a methodological point of view the main emphasis is on cointegration analysis and ARCH modelling. In cointegration analysis the links between...

This book consists of four parts: I. Labour demand and supply, II. Productivity slowdown and innovative activity, III. Disequilibrium and business cycle analysis, and IV. Time series analysis of output and employment. It presents a fine selection of articles in the growing field ofthe empirical...

This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the...

It is to demonstrate the enormous potential of the experimental method in economics by providing examples of how experimental economics can shed important new light on key issues of vital economic significance. The subject matter covers several areas of economics and demonstrates why and how...

A number of advances have taken place in panel data analysis during the pastthree decades and it continues to be one of the most active areas of research. This volume contains 13 significant contributions focusing on modelling strategies, data issues, theoretical analysis and applications....

This books discusses the important question of increased structural and frictional unemployment. The tool which is used for analysing this phenomenais the umemployment/vacancy curve (the Beveridge curve). The book gives a theoretical foundation of the curve based on a stock/flow concept of the...