Incluye referencias bibliográficas e índice.
Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- A small sample correction of the Dickey-Fuller test / Sören Johansen -- Inflation, money growth, and I(2) analysis / Katarina Juselius -- Recent advances in cointegration analysis / Helmut Lütkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification / Jacek Osiewalski, Mateusz Pipie*n -- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr K*eb{lstrok}owski -- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer.