Inside a modern macroeconometric model : a guide to the Murphy Model
著者
書誌事項
Inside a modern macroeconometric model : a guide to the Murphy Model
(Lecture notes in economics and mathematical systems, 428)
Springer-Verlag, c1995
- : gw
- : us
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注記
Includes bibliographical references and indexes
内容説明・目次
内容説明
This work presents an account of how a state-of-the-art macro model is built, and how it works. Throughout, the emphasis is on providing the reader with a hands-on appreciation of the underlying economics, and of the model's practical implementation. The model described is an example of the newer breed of macro models that: (a) have strong micro foundations; (b) incorporate rational expectations in financial markets; (c) converge over simulated time to an interpretable balanced growth path; and (d) draw on the strengths of many different traditions in economics.
目次
- Contents: Distinguishing Features of MM.- Principal Mechanisms in MM.- Wage Behaviour.- Labour Force Participation.- Private Consumption Behaviour.- Behaviour of the Rental Price of Housing.- Production of Housing Rental Services and Investment in Dwellings.- The Enterprise Production Block of the Business Sector.- Business Fixed Investment.- Business Sector Employment.- Import Supply and Demand.- Aggregate Export Supply.- Disaggregation of Export Supply.- Overseas Demand for 'Commodity' Exports.- Inventory Investment in 'Commodity' Exports.- Demand for Non-'Commodity' Exports.- Domestic Good Inventory Investment.- Price Dynamics for the Domestic Good.- Sales of the Domestic Good
- Miscellaneous Indentities for Investment and Capital.- The Government Sector.- Financial Markets.- National-Accounting, Stock-Flow and Miscellaneous Indentities.- Introduction to the Simulations.- Monetary Shocks.- A Fiscal Shock.
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