Rudebusch Glenn (45 results)
Published by Rome: Banca D?Italia (Temi di Discussione - 269), 1st edn, **, 1996
- Softcover
Seller: G. & J. CHESTERS, TAMWORTH, United KingdomG. & J. CHESTERS
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Add to basket34p, 5 figures and 2 tables in the text, a LOW-POSTAGE paperback*, a VG+ ex-library copy (*Please ignore the default postal figure and note that POSTAGE AND PACKING on this book will be LOW.).
Language: English
Published by Princeton, Princeton, 1999
- Hardcover
Seller: Chris Duggan, Bookseller, St. Paul, MN, U.S.A.Chris Duggan, Bookseller
Contact seller5-star sellerCloth. Condition: Fine. Dust Jacket Condition: Fine. First Edition. First printing.
- Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.Better World Books
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Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Hardcover
Seller: HPB-Diamond, Dallas, TX, U.S.A.HPB-Diamond
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hardcover. Condition: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: medimops, Berlin, Germanymedimops
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- Softcover
Seller: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., JapanYushodo Co., Ltd.
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Softcover. Condition: Good. 128 p. Ex-Library.
- Hardcover
Seller: Bahamut Media, Reading, United KingdomBahamut Media
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Hardcover. Condition: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Language: English
Published by Princeton University Press, US, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA
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Hardback. Condition: New. Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield…curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting.They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
- Hardcover
Seller: Labyrinth Books, Princeton, NJ, U.S.A.Labyrinth Books
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More imagesLanguage: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Buchkanzlei, Bremen, GermanyBuchkanzlei
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Hardcover. Condition: Gut. 224 pp. Name and some notes on endpaper, otherwise a very well preserved copy 332 Sprache: Englisch Gewicht in Gramm: 630.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In English.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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- Softcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
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PF. Condition: New.
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condition: New. pp. 144.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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- Hardcover
Seller: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
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- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Paperback. Condition: Brand New. 135 pages. 9.61x6.69x0.33 inches. In Stock.
- Softcover
Seller: Antiquariat Bookfarm, Löbnitz, GermanyAntiquariat Bookfarm
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Softcover. Condition: Gut. 128 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. L07869 3540177574 Sprache: Englisch Gewicht in Gramm: 300.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton Univ Pr, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Hardcover. Condition: Brand New. 176 pages. 8.50x0.90x5.50 inches. In Stock.
Language: English
Published by Princeton University Press, US, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Rarewaves USA United, HEBRON, KY, U.S.A.Rarewaves USA United
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Hardback. Condition: New. Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield…curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting.They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Studibuch, Stuttgart, GermanyStudibuch
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hardcover. Condition: Gut. 224 Seiten; 9780691146805.3 Gewicht in Gramm: 500.
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - I: Introduction.- 1: Overview and Summary.- II: Econometric Specifications of the Disequilibrium Model.- 2: Previous Specifications.- 3: The Exact Excess Demand Specification.- 4: Evaluating the Exact Excess Demand Specification.- Appendix A: Linea…r Spillovers.- III: Estimation of a Single Market Disequilibrium Model.- 5: Model Structure - Labor Demand and Labor Supply.- 6: Excess Labor Demand Indicators.- 7: Estimation and Results.- Appendix B: Definition of Variables in Part III.- IV: Estimation of a Multimarret Disequilibrium Model.- 8: Model Structure I - Behavior of Agents.- 9: Model Structure II - Market Interaction.- 10: Excess Demand Indicators.- 11: Estimation and Results.- Appendix C: International Trade.- Appendix D: Definition of Variables in Part IV.- V: Conclusion.- 12: Whither Disequilibrium .- References.
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
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Paperback. Condition: Very Good. Dust Jacket may NOT BE INCLUDED.CDs may be missing. SHIPS FROM MULTIPLE LOCATIONS. book.
- Hardcover
Seller: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA
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Hardback. Condition: New. This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subject,… along with a detailed introduction that draws together the book's principal themes and findings. Diebold and Rudebusch use the latest quantitative methods to address five principal questions about the measurement, modeling, and forecasting of business cycles. They ask whether business cycles have become more moderate in the postwar period, concluding that recessions have, in fact, been shorter and shallower. They consider whether economic expansions and contractions tend to die of "old age." Contrary to popular wisdom, they find little evidence that expansions become more fragile the longer they last, although they do find that contractions are increasingly likely to end as they age. The authors discuss the defining characteristics of business cycles, focusing on how economic variables move together and on the timing of the slow alternation between expansions and contractions.They explore the difficulties of distinguishing between long-term trends in the economy and cyclical fluctuations. And they examine how business cycles can be forecast, looking in particular at how to predict turning points in cycles, rather than merely the level of future economic activity. They show here that the index of leading economic indicators is a poor predictor of future economic activity, and consider what we can learn from other indicators, such as financial variables. Throughout, the authors make use of a variety of advanced econometric techniques, including nonparametric analysis, fractional integration, and regime-switching models. Business Cycles is crucial reading for policymakers, bankers, and business executives.
- Hardcover
Seller: Rarewaves USA United, HEBRON, KY, U.S.A.Rarewaves USA United
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£ 141.74
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Hardback. Condition: New. This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subject,… along with a detailed introduction that draws together the book's principal themes and findings. Diebold and Rudebusch use the latest quantitative methods to address five principal questions about the measurement, modeling, and forecasting of business cycles. They ask whether business cycles have become more moderate in the postwar period, concluding that recessions have, in fact, been shorter and shallower. They consider whether economic expansions and contractions tend to die of "old age." Contrary to popular wisdom, they find little evidence that expansions become more fragile the longer they last, although they do find that contractions are increasingly likely to end as they age. The authors discuss the defining characteristics of business cycles, focusing on how economic variables move together and on the timing of the slow alternation between expansions and contractions.They explore the difficulties of distinguishing between long-term trends in the economy and cyclical fluctuations. And they examine how business cycles can be forecast, looking in particular at how to predict turning points in cycles, rather than merely the level of future economic activity. They show here that the index of leading economic indicators is a poor predictor of future economic activity, and consider what we can learn from other indicators, such as financial variables. Throughout, the authors make use of a variety of advanced econometric techniques, including nonparametric analysis, fractional integration, and regime-switching models. Business Cycles is crucial reading for policymakers, bankers, and business executives.
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In English.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer
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Condition: gut. 2013. Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (The Econometric and Tinbergen Institutes Lectures) In englischer Sprache. pages.
