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"A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts. Maintaining the accessible prose and clear examples of previous editions, the new edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters for students without prior econometrics knowledge, and includes a new chapter on advanced methods. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding."

"Serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches"

"Laporan ini merupakan gabungan dari tiga penelitian yang berkelanjutan mengenai metode peramalan inflasi di Australia, yang dianalisis menggunakan pendekatan ekonometrika runtun waktu. Penelitian pertama menggunakan model ARIMA untuk meramalkan inflasi Indeks Harga Konsumen (CPI) di Australia untuk periode 2023Q1 hingga 2024Q4. Penelitian kedua mengeksplorasi dampak dinamis tingkat pengangguran dan suku bunga terhadap inflasi, menggunakan model ARDL dan fungsi respon impuls (IRF). Penelitian ketiga membandingkan model ARIMA dan V AR untuk peramalan inflasi, menilai keakuratan prediksi melalui data observasi. Hasil dari laporan ini menunjukkan bahwa model ARIMA efektif dalam peramalan jangka pendek, sementara model V AR menunjukkan stabilitas yang lebih baik dalam prediksi jangka panjang. Temuan ini memberikan wawasan penting bagi pembuat kebijakan untuk memahami dinamika variabel-variabel makroekonomi dan dampaknya terhadap tingkat inflasi dan kondisi perekonomian.

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This report is a combination of three consecutive research studies on inflation forecasting methods in Australia, analyzed using a time series econometrics approach. The first study utilizes the ARIMA model to forecast Consumer Price Index (CPI) inflation in Australia for the period 2023Q1 to 2024Q4. The second study explores the dynamic impacts of unemployment rates and cash rates on inflation, employing ARDL models and impulse response functions (IRFs). The third study compares ARIMA and V AR models for inflation forecasting, evaluating predictive accuracy through observed data. The results indicate that ARIMA models are effective for short-term forecasting, while V AR models exhibit greater stability in long-term predictions. These findings provide valuable insights for policymakers to understand the dynamics of macroeconomic variables and their impacts on inflation and the economy condition."