Macroeconomics
Author(s)
Bibliographic Information
Macroeconomics
(Blackwell handbooks in economics, . Handbook of applied econometrics ; [v. 1])
Blackwell, 1995
Available at 75 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Includes bibliographical references and index
Description and Table of Contents
Description
The first of two major surveys of the latest and most important developments in applied econometrics, "The Handbook of Applied Econometrics, Volume I: Macroeconomics" focuses on key topics in macroeconomics and finance. Each topic is covered by a leading international expert specially commissioned to address the methodological problems of undertaking empirical work in economics and to provide rigorous applications of econometric and statistical methods to economics problems. This authoritative overview of the applied work that is happening in the field makes it an essential resource for academics, researchers, graduate students and professional economists in industry and government. This volume covers econometric issues involved in a variety of applied macroeconomic problems: the source of the stochastic structure of economic models, especially the role of expectations; the stochastic properties of economic data and the implications for modeling, estimation and testing; the role of economic theory in model building and the relation between statistical models and economic theory; equilibrium and disequilibrium models.
Table of Contents
List of Figures.List of Tables.List of Contributors.Preface.Introduction: M. Hashem Pesaran (University of Cambridge) and Michael Wickens (University of York).1. Unobserved Components in Economic Time Series: Augustin Maravall (European University Institute).2. Vector Autoregressive Models: Specification, Estimation, Inference, and Forecasting: Fabio Canova (Universitat Pompeu Fabra, Barcelona).3. Multivariate Rational Expectations Models and Macroeconomic Modelling: Michael Binder (University of Maryland) and Hashem Pesaran (University of Cambridge).4. Inventory Models: Kenneth D. West (University of Wisconsin).5. The Consumption Function: John Muellbauer (Nuffield College) and Ralph Lattimore (Department of Industry, Canberra).6. Large Scale Macroeconomic Modelling: Kenneth Wallis (University of Warwick).7. The Econometric Analysis of Calibrated Macroeconomic Models: K. Kim (Victoria University of Wellington)and Adrian Pagan (Australian National University, Canberra).8. Macroeconomic Disequilibrium Models: Guy Laroque (INSEE, Paris) and Bernard Salanie (ENSAE, Paris).9. Financial Market Efficiency Tests: Tim Bollerslev and Robert Hodrick (Northwestern University, Evanston, IL).
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