Dynamic econometrics for empirical macroeconomic modelling
"In 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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
New Jersey
World Scientific
2020
|
| Schlagworte: | |
| Online Zugang: | Inhaltsverzeichnis |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Tag hinzufügen | Zusammenfassung: | "In 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." |
|---|---|
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xviii, 567 Seiten Illustrationen 24 cm |
| ISBN: | 9811207518 981-12-0751-8 9789811207518 978-981-12-0751-8 |