Econometric modelling in Matlab, R and Eviews

The book of macroeconomic modelling in Matlab, R and Eviews is dedicated to students from the Faculty of Economic Cybernetics, Statistics and Informatics, but also to MA from Faculty of International Affairs that have in the academic plan a course of quantitative analysis using R and Matlab. Moreover, the book is very useful for PhD candidates in Economy, regardless of economic field, but also for researchers in Economy that are interested in the macro-modelling problems using programmes with facilities of advanced modelling.
 

The book includes 7 chapters, different macroeconomic variables being modelled using in parallel the facilities offered by Matlab, R and Eviews. The econometric models used this book are multiple: simultaneous equations models, autoregressive moving average models, vector-autoregressive models, Bayesian vector-autoregressive models, ARCH and GARCH models. One of the chapters presents in detail the panel data analysis and another one studies the problem of co-integration using a relevant numerical example.