Dynamic Econometrics For Empirical Macroeconomic Modelling

Dynamic Econometrics For Empirical Macroeconomic Modelling
Author :
Publisher : World Scientific
Total Pages : 586
Release :
ISBN-10 : 9789811207532
ISBN-13 : 9811207534
Rating : 4/5 (534 Downloads)

Book Synopsis Dynamic Econometrics For Empirical Macroeconomic Modelling by : Ragnar Nymoen

Download or read book Dynamic Econometrics For Empirical Macroeconomic Modelling written by Ragnar Nymoen and published by World Scientific. This book was released on 2019-07-09 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.Supplementary materials and notes are available on the publisher's website.

Dynamic Econometrics For Empirical Macroeconomic Modelling Related Books

Dynamic Econometrics For Empirical Macroeconomic Modelling
Language: en
Pages: 586
Authors: Ragnar Nymoen
Categories: Business & Economics
Type: BOOK - Published: 2019-07-09 - Publisher: World Scientific

GET EBOOK

For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of e
The Econometrics of Macroeconomic Modelling
Language: en
Pages: 361
Authors: Gunnar BĂ„rdsen
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: Oxford University Press, USA

GET EBOOK

This work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodologic
DSGE Models in Macroeconomics
Language: en
Pages: 480
Authors: Nathan Balke
Categories: Business & Economics
Type: BOOK - Published: 2012-11-29 - Publisher: Emerald Group Publishing

GET EBOOK

This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE
Dynamic Econometrics for Empirical Macroeconomic Modelling
Language: en
Pages: 567
Authors: Ragnar Nymoen
Categories:
Type: BOOK - Published: 2019 - Publisher:

GET EBOOK

Structural Macroeconometrics
Language: en
Pages: 435
Authors: David N. DeJong
Categories: Business & Economics
Type: BOOK - Published: 2011-10-03 - Publisher: Princeton University Press

GET EBOOK

The revised edition of the essential resource on macroeconometrics Structural Macroeconometrics provides a thorough overview and in-depth exploration of methodo