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Ch. 1 | Modelling volatility and its implication for European economic integration | 1 |
Ch. 2 | Causality and exogeneity in non-stationary economic time series | 21 |
Ch. 3 | A small sample correction of the Dickey-Fuller test | 49 |
Ch. 4 | Inflation, money growth, and I(2) analysis | 69 |
Ch. 5 | Recent advances in cointegration analysis | 107 |
Ch. 6 | The use of econometric models in economic policy analysis | 147 |
Ch. 7 | Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification | 173 |
Ch. 8 | Modelling Polish economy : an application of SVEqCM | 197 |
Ch. 9 | Optimal lag structure selection in VEC-models | 213 |
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