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A ball of hot money rolls around the world. It seeks anonymity and political refuge. It dodges taxes and sidesteps currency controls. It rolls through offshore shell companies and secret bank accounts, phoney charities and fraudulent religious foundations. It is…
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Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu-themed…
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Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand…
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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to…

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The topics covered in this volume include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development, and labor economics. All the contributions were commissioned to be presented at the plenary…
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Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory…
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Essentials of Applied Econometrics  prepares students for a world in which more data surround us every day and in which econometric tools are put to diverse uses. Written for students in economics and for professionals interested in continuing an education…
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This book introduces one of the most powerful tools of modern economics to a wide audience: those who will later construct or consume game-theoretic models. Robert Gibbons addresses scholars in applied fields within economics who want a serious and thorough…

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This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism,…

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This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates…
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Wage-Led Growth examines the causes and consequences associated with the falling wage share and rising inequality in income distribution, relating to both aggregate demand and labour productivity. It presents new empirical and econometric evidence regarding the…