Macroeconometrics : developments, tensions, and prospects
著者
書誌事項
Macroeconometrics : developments, tensions, and prospects
(Recent economic thought)
Kluwer Academic Publishers, c1995
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.
目次
- Introduction. 1. The Problem of Macroeconometrics
- K. D. Hoover. Part I: Alternative Econometric Methodologies. 2. Recent Advances in Solving and Estimating Dynamic Macroeconomic Models
- B. Fisher Ingram. Commentary
- A. Pagan. 3. The Economics of VAR Models
- F. Canova. Commentary
- M. Ogaki. 4. Progressive Modelling of Macroeconomic Time Series: The LSE Methodology
- G.E. Mizon. Commentary
- C.H. Whiteman, J. Faust. 5. The Econometrics of the General Equilibrium Approach to Business Cycles
- F.E. Kydland, E.C. Prescott. Commentary
- G. Smith. Part II: The Lucas Critique Reconsidered. 6. Causal Orderings
- S.F. LeRoy. Commentary
- C.W.J. Granger. 7. On Policy Regimes
- S.F. LeRoy. Commentary
- W.T. Roberds. 8. The Lucas Critique in Practice: Theory without Measurement
- N. Ericsson, J. Irons. Commentary
- E. Leeper. 9. Rational Expectations and the Economic Consequences of Changes in Regime
- J.D. Hamilton. Commentary
- G.D. Rudebusch. 10. Historical Macroeconomics and Macroeconomic History
- C.W. Calomiris, C. Hanes. Part III: Frontiers of Macroeconometrics. 11. Modelling Volatility Dynamics
- F.X. Diebold, J.A. Lopez. Commentary
- D.G. Steigerwald. 12. Dynamic Specification and Testing for Unit Roots and Co-Integration
- A. Banerjee. Commentary
- E. Zivot. 13. Nonlinear Models of Economic Fluctuations
- S.M. Potter. Commentary
- D.E. Sichel. Index.
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