The official language of the conference is English.

Publication history



MACROMODELS 1993


20th Macromodels 1993
Wladyslaw Welfe, Wojciech Zaton
ABSOLWENT, Lodz 1994, ISBN:83-901461-5-0
Contents
Introduction 5
Sectoral Models I: Inflation, Consumers Demand
Janusz Babarowski, Jakub Gutenbaum, Michał Inkielman, Inflation Modelling at the Macro Level 9
Eelke de Jong, Has the European Monetary System Reduced Expected Price Changes in the French Manufacturing Sector? 29
Niels Kærgård, Demand for Durable Goods in Denmark 1870-1981 59
Sectoral Models II: Employment, Education, Migration
Nico ‘t Hoen, Jaap de Koning, Unobserved Factors Influencing Both program participation and program results: Possible Remedies 75
Inge van der Weijde, Jaap de Koning, Arie Gelderblom, Education as an Input Factor in Production Function 89
Evgeny Krassinets, Elena Tiourioukanova, The Recent Emigration from Russia: Estimations and Scenarios 105
Econometric Methods
Henryk Gurgul, Stefan Schleicher, Traditional Econometric Estimators in the Kalman Filter Form 119
Zbigniew Gontar, Władysław Milo, On Stability of Econometric Models of Financial Markets 149
Cointegration, ARCH AND GARCH Models
Gerhard Thury, Testing for Seasonal Integration and Seasonal Cointegration. The Austrian Consumption Income Relationship 165
Kazimierz Krauze, Exchange Rate Dynamics in Poland: GARCH Model and Cointegration Analysis 181
Magdalena Osińska, Jerzy Romanowski, Testing for ARCH Effects at the Warsaw Stock Exchange 197