This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.
The Economic Model of Behaviour and Its Applications in Economics and Other Social Sciences
The book explores the economic model of behavior, emphasizing its significance across various social sciences, particularly political science and law. It delves into the philosophical and methodological underpinnings of the model, while also addressing its extensions to accommodate complex scenarios, including moral behavior in low-cost situations. Additionally, it assesses the model's influence on economic policy and the evolution of social science, highlighting the tension between individualistic and collectivist perspectives.
Theorie und Anwendung
Das Lehrbuch untersucht die Auswirkungen eigennutzorientierten Handelns in der Wirtschaftspolitik und betrachtet diese aus verschiedenen Perspektiven. Die Neuauflage berücksichtigt aktuelle Ansätze der Ökonomischen Theorie und richtet sich an Dozenten und Studierende der Volkswirtschaftslehre.