UID:
kobvindex_INTNLM010902988
Umfang:
1 online resource (xii, 614 p)
,
ill
ISBN:
9780857931023
Serie:
Edward Elgar E-Book Archive
Inhalt:
part I. Properties of macroeconomic data -- part II. Models for macroeconomic data analysis -- part III. Estimation and evaluation frameworks in macroeconomics -- part IV. Applications I : dynamic stochastic general equilibrium models -- part V. Applications II : vector autoregressive models -- part VI. Applications III : calibration and simulations
Inhalt:
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macroeconomics and econometrics
Anmerkung:
Includes bibliographical references and index
Weitere Ausg.:
Available in another form ISBN 9780857931016(hardback)
Weitere Ausg.:
ISBN 9780857931016
Sprache:
Englisch
DOI:
10.4337/9780857931023
URL:
FULL
((Currently Only Available on Campus))
