Economic and Financial Modelling with EViews

• EViews is widely used in top business schools and in industry

• Practical guide for both professionals and students

• Step-by-step tutorials throughout

• More than 100 color graphs and tables

  EViews is widely used in top business schools and in industry Practical guide for both professionals and students Step-by-step tutorials throughout More than 100 color graphs and tables Includes supplementary material: sn.pub/extras

  Autorentext

  Abdulkader Aljandali is Senior Lecturer at Coventry University in London. He is currently leading the Stochastic Finance Module taught as part of the Global Financial Trading MSc. His previously published work includes Exchange Rate Volatility in Emerging Economies, Quantitative Analysis and IBM® SPSS® Statistics, and Multivariate Methods and Forecasting with IBM® SPSS® Statistics. Dr. Aljandali is an established member of the British Accounting and Finance Association and the Higher Education Academy. Motasam Tatahi, PhD, is a specialist in the areas of Macroeconomics, Financial Economics and Financial Econometrics at the European Business School, Regent's University London, where he serves as Principal Lecturer and Dissertation Coordinator for the MSc in Global Banking and Finance at The European Business School-London. He has covered such modules as econometrics for PhD students, advanced macroeconomics at SOAS, and international trade at UCL-University of London. He is author of Privatisation Performance in Major European Countries since 1980 (Palgrave Macmillan) and articles in several international economics journals.

  Zusammenfassung

• EViews is widely used in top business schools and in industry

• Practical guide for both professionals and students

• Step-by-step tutorials throughout

• More than 100 color graphs and tables

  Inhalt

Chapter 1: Introduction to eviews.- Chapter 2: A guideline for running regression.- Chapter 3: Time series analysis.- Chapter 4: Time series modelling.- Chapter 5: Further properties of time series.- Chapter 6: Economic forecasting.- Chapter 7: The box-jenkins methodology: arima forecasting.- Chapter 8: Modelling volatility in finance and economics - arch, garch and egrach models.- Chapter 9: Limited dependent variable models.- Chapter 10: Vector autorgressive models.- Chapter 11: Panel data analysis.- Chapter 12: Captial asset pricing model (capm).- Chapter 13: Event studies.