Financial and Macroeconomic Dynamics in Central and Eastern Europe: A Bayesian Approach


Petre Caraiani (Editor)
Institute for Economic Forecasting, Romanian Academy, Bucharest

Series: European Political, Economic, and Security Issues, Global Political Studies

We approach the topic of financial and macroeconomic dynamics in Central and Eastern European economies using as an econometric paradigm the Bayesian methodology. This book consists of a selection of essays on relevant topics for current and future issues for Central and Eastern European economies. (Imprint: Nova)



Table of Contents


1. Comovements in the Volatility of Emerging European Stock Markets
(Radu Lupu)

2. Global Asset Allocation Using the Black-Litterman Model and a Momentum Strategy
(Sorin Dumitrescu)

3. Model Averaging on the High-Frequency Eastern European Stock Market Returns
(Caraiani Petre, Radu Lupu)

4. Investigating the dynamics of CEE stock index returns with a Bayesian TAR mode
(Marius Acatrinei)

5. Fiscal Policy in CEE Economies. Evidence from an Estimated DSGE model
(Caraiani Petre)

6. Forecasting CEE Macroeconomic Dynamics Using a BVAR Model
(Caraiani Petre)


Additional information