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Econometrics of Short and Unreliable Time Series

  • Thomas Url
  • Andreas Wörgötter
Conference proceedings

Part of the Studies in Empirical Economics book series (STUDEMP)

Table of contents

  1. Front Matter
    Pages i-xii
  2. The Econometric Approach

  3. The Time Series Approach

  4. Case Studies

  5. Back Matter
    Pages 237-238

About these proceedings

Introduction

The disappearance of central planned economies left politicians, researchers, consultants, and academics with an interest in economies in transition in vagueness about the actual state of the economy and its short and medium term prospects. This volume provides the reader with information on how to deal with the statistical shortcomings of economies in transition. Most economic variables published for these countries tend to encompass a short period of time or they possess a low measurement quality. Moreover, most of the series are subject to structural breaks, due to the change in the patterns of economic reactions over time. The contributions in this volume show various ways to solve or at least to lessen the before mentioned problems.

Keywords

Eastern Europe Osteuropa Zeitreihen econometrics time series Ökonometrie

Editors and affiliations

  • Thomas Url
    • 1
  • Andreas Wörgötter
    • 2
  1. 1.Austrian Institute of Economic ResearchViennaAustria
  2. 2.Head of Department of EconomicsInstitute for Advanced StudiesViennaAustria

Bibliographic information