Vance Martin

New Releases

Language

Ebook Format

DRM

1 - 4 of 4 results

Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession
International Monetary Fund (2018)
AU$14.43

This paper studies changes in the transmission of common versus sectoral idiosyncraticshocks across...

Econometric Modelling with Time Series: Specification, Estimation and Testing

Econometric Modelling with Time Series

Specification, Estimation and Testing

Vance Martin, Stan Hurn and 1 more...
Cambridge University Press (2012)
AU$92.40

This book provides a general framework for specifying, estimating and testing time series...

Transmission of Financial Crises and Contagion:: A Latent Factor Approach
Oxford University Press (2011)
AU$80.66

Financial crises often transmit across geographical borders and different asset classes. This book...

Are Financial Crises Alike?
International Monetary Fund (2010)
AU$14.43

This paper investigates whether financial crises are alike by considering whether a single modeling...