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



Volume 10

Issue 1

Volume 2

Volume 3

Special issue: Resilience in breaking the cycle of children’s environmental health disparities
Edited by I Leslie Rubin, Robert J Geller, Abby Mutic, Benjamin A Gitterman, Nathan Mutic, Wayne Garfinkel, Claire D Coles, Kurt Martinuzzi, and Joav Merrick


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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)


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)


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