Economic and Financial Modelling with EViews: A Guide for Students and Professionals
by Abdulkader Aljandali (Author), Motasam Tatahi (Author)

About the Author
Abdulkader Aljandali is Senior Lecturer at Coventry University in London. He is currently leading the Stochastic Finance Module taught as part of the Global Financial Trading MSc. His previously published work includes Exchange Rate Volatility in Emerging Markers, Quantitative Analysis, Multivariate Methods & Forecasting with IBM SPSS Statistics and Multivariate Methods and Forecasting with IBM® SPSS® Statistics. Dr Aljandali is an established member of the British Accounting and Finance Association and the Higher Education Academy.
Motasam Tatahi is a specialist in the areas of Macroeconomics, Financial Economics, and Financial Econometrics at the European Business School, Regent’s University London, where he serves as Principal Lecturer and Dissertation Coordinator for the MSc in Global Banking and Finance at The European Business School-London.

About this book
This practical guide in Eviews is aimed at practitioners and students in business, economics, econometrics, and finance. It uses a step-by-step approach to equip readers with a toolkit that enables them to make the most of this widely used econometric analysis software. Statistical and econometrics concepts are explained visually with examples, problems, and solutions.
Developed by econo-mists, the Eviews statistical software package is used most commonly for time-series oriented econometric analysis. It allows users to quickly develop statistical relations from data and then use those relations to forecast future values of the data. The package provides convenient ways to enter or upload data series, create new series from existing ones, display and print series, carry out statistical analyses of relationships among series, and manipulate results and output. This highly hands-on resource includes more than 200 illustrative graphs and tables and tutorials throughout.

Brief contents
1. Introduction to EViews
2. A Guideline for Running Regression
3. Time Series Analysis
4. Time Series Modelling
5. Further Properties of Time Series
6. Economic Forecasting Using Regression
7. Economic Forecasting using ARIMA Modelling
8. Modelling Volatility in Finance and Economics: ARCH, GARCH and EGARCH Models
9. Limited Dependent Variable Models
10. Vector Autoregression (VAR) Model
11. Panel Data Analysis
12. Capital Asset Pricing Model (CAPM)

Series: Statistics and Econometrics for Finance
Hardcover: 284 pages
Publisher: Springer; 1st ed. 2018 edition (October 23, 2018)
Language: English
ISBN-10: 3319929844
ISBN-13: 978-3319929842

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