Structural Macroeconometrics
(Sprache: Englisch)
Methodologies for analyzing the forces that move and shape national economies have advanced markedly, enabling economists to unite theoretical and empirical research and align measurement with theory. This work provides an overview and treatment analysts...
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Methodologies for analyzing the forces that move and shape national economies have advanced markedly, enabling economists to unite theoretical and empirical research and align measurement with theory. This work provides an overview and treatment analysts need to apply these theoretical models and empirical techniques.
Inhaltsverzeichnis zu „Structural Macroeconometrics “
List of Figures ix List of Tables xi Preface xiii PART I: MODEL AND DATA PREPARATION Chapter 1: Introduction 3 Chapter 2: Approximating and Solving DSGE Models 11 Chapter 3: Removing Trends and Isolating Cycles 31 Chapter 4: Summarizing Time Series Behavior 55 Chapter 5: DSGE Models: Three Examples 87 PART II: EMPIRICAL METHODS Chapter 6: Calibration 119 Chapter 7: Matching Moments 151 Chapter 8: Maximum Likelihood 180 Chapter 9: Bayesian Methods 219 PART III: BEYOND LINEARIZATION Chapter 10: Nonlinear Approximation Methods 267 Chapter 11: Implementing Nonlinear Approximations Empirically 290 Bibliography 315 Index 327
Autoren-Porträt von David N. DeJong, Chetan Dave
David N. DeJong is Professor of Economics at the University of Pittsburgh. Chetan Dave is Assistant Professor of Economics at the University of Texas, Dallas.
Bibliographische Angaben
- Autoren: David N. DeJong , Chetan Dave
- 2007, XIV, 338 Seiten, Maße: 16,4 x 24,1 cm, Gebunden, Englisch
- Verlag: Princeton Univers. Press
- ISBN-10: 0691126488
- ISBN-13: 9780691126487
Sprache:
Englisch
Rezension zu „Structural Macroeconometrics “
The central theme of this advanced textbook on macroeconomic time series analysis is that '[dynamic stochastic general equilibrium] models...serve directly as the foundations upon which empirical work may be conducted'. The book fulfils this aim admirably and covers standard statistical methods neatly; it is certainly worth the attention of econometricians. -- Times Higher Education
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