Applied Macroeconometrics (PDF)
(Sprache: Englisch)
This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. Until the 1970s, there was consensus regarding both the theoretical...
sofort als Download lieferbar
eBook (pdf)
Fr. 85.90
inkl. MwSt.
- Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Applied Macroeconometrics (PDF)“
This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. Until the 1970s, there was consensus regarding both the theoretical foundations and the empirical specification of applied macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the
1970s, to be replaced by a number of prominent competing methods-the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. 'Applied Macroeconometrics' examines the empirical research strategy of these alternatives by interpreting
them as attempts to solve the problems observed in the Cowles Commission approach. The different research strategies are illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. A common US dataset is used in these examples, thus allowing the reader easy comparisons.
The presentation is based on the view that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research. The first part of the book introduces time-series models and details the importance of their identification. The second part illustrates, chapter by chapter, the alternative approaches, providing detailed applications of each methodology. Data used in the applications are available in a variety
of formats from the author's web site, and will be supplemented by exercises for the reader to perform.
1970s, to be replaced by a number of prominent competing methods-the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. 'Applied Macroeconometrics' examines the empirical research strategy of these alternatives by interpreting
them as attempts to solve the problems observed in the Cowles Commission approach. The different research strategies are illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. A common US dataset is used in these examples, thus allowing the reader easy comparisons.
The presentation is based on the view that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research. The first part of the book introduces time-series models and details the importance of their identification. The second part illustrates, chapter by chapter, the alternative approaches, providing detailed applications of each methodology. Data used in the applications are available in a variety
of formats from the author's web site, and will be supplemented by exercises for the reader to perform.
Autoren-Porträt von Carlo A. Favero
Carlo A. Favero is Professor of Economics at Bocconi University in Milan, Resident Fellow of the Innocenzo Gasparini Institute for Economic Research, and Research Fellow of the Centre for Economic Policy Research.
Bibliographische Angaben
- Autor: Carlo A. Favero
- 2001, Englisch
- Verlag: Oxford University Press
- ISBN-10: 0191001864
- ISBN-13: 9780191001864
- Erscheinungsdatum: 11.01.2001
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 26 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Applied Macroeconometrics"
0 Gebrauchte Artikel zu „Applied Macroeconometrics“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Applied Macroeconometrics".
Kommentar verfassen