A course in macroeconomic modelling and forecasting:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York u.a.
Harvester Wheatsheaf
1994
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 302 S. graph. Darst. |
| ISBN: | 0745014259 |
Internformat
MARC
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| 245 | 1 | 0 | |a A course in macroeconomic modelling and forecasting |c John D. Whitley |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a New York u.a. |b Harvester Wheatsheaf |c 1994 | |
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| 336 | |b txt |2 rdacontent | ||
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Datensatz im Suchindex
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| adam_text | Contents
Preface xi
1 An introduction to macroeconomic modelling 1
1.1 A brief history of models 5
1.2 Current macroeconometric models 12
1 A framework for modelling 20
2.1 The general linear model 20
2.2 Extensions of the linear model 23
2.3 Relation to other approaches 25
2.4 Economic concepts and relation to theory 27
2.5 Comparative model structures 33
3 Developments and comparison of models 41
3.1 Developments in models 41
3.2 Comparative differences among models 53
3.3 Understanding the supply side response 66
3.4 Summary 79
4 The key components of macroeconometric models 81
4.1 Consumption and financial deregulation 81
4.2 The exchange rate and financial assets 85
4.3 Modelling of trade 89
4.4 Wages and prices 97
4.5 Production, factors of production and prices 111
4.6 The FEER and the NAIRU 124
vii
Contents
5 Methods of analysis 128
5.1 Standard simulation methods 129
5.2 Long run properties 131
5.3 Rational expectations and macroeconomic models 153
5.4 Stochastic methods 172
6 Forecasting with models 180
6.1 A framework for analysis 181
6.2 Components of forecasts 182
6.3 Evaluation of forecasts 186
6.4 Forecast decomposition 193
6.5 Data revisions 195
6.6 A typical forecasting round 196
6.7 Conclusions 199
7 Policy analysis 200
7.1 The methodology of policy simulations 200
7.2 Optimal control 208
7.3 Policy reaction functions 215
7.4 Counterfactual exercises and historical tracking 219
7.5 Conclusions 225
8 Multicountry models 226
8.1 Introduction 226
8.2 Modelling the world economy 227
8.3 Characteristics of the main multicountry models 234
8.4 Properties of the multicountry models 244
9 Some empirical exercises with multicountry models 251
9.1 The treatment of EMS and EMU in models 251
9.2 Empirical exercises on EMS/EMU 257
9.3 Modelling a deficit reduction package 263
10 The relevance of macroeconometric models 267
10.1 Model evaluation 267
10.2 Recent and prospective challenges for the models 270
10.3 Conclusions and summary 273
viii
Contents
Appendix I Structural developments in the UK models 275
Appendix II Model simulation properties 278
References 282
Index 295
ix
|
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| indexdate | 2024-07-09T17:45:20Z |
| institution | BVB |
| isbn | 0745014259 |
| language | English |
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| physical | XII, 302 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
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| publisher | Harvester Wheatsheaf |
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| spelling | Whitley, John Verfasser (DE-588)135996392 aut A course in macroeconomic modelling and forecasting John D. Whitley 1. publ. New York u.a. Harvester Wheatsheaf 1994 XII, 302 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Desarrollo económico - Modelos matemáticos Economische modellen gtt Prognoses gtt Pronósticos económicos - Modelos matemáticos Economic forecasting Macroeconomics Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Makroökonomisches Modell (DE-588)4074486-3 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006655543&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Whitley, John A course in macroeconomic modelling and forecasting Desarrollo económico - Modelos matemáticos Economische modellen gtt Prognoses gtt Pronósticos económicos - Modelos matemáticos Economic forecasting Macroeconomics Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4074486-3 |
| title | A course in macroeconomic modelling and forecasting |
| title_auth | A course in macroeconomic modelling and forecasting |
| title_exact_search | A course in macroeconomic modelling and forecasting |
| title_full | A course in macroeconomic modelling and forecasting John D. Whitley |
| title_fullStr | A course in macroeconomic modelling and forecasting John D. Whitley |
| title_full_unstemmed | A course in macroeconomic modelling and forecasting John D. Whitley |
| title_short | A course in macroeconomic modelling and forecasting |
| title_sort | a course in macroeconomic modelling and forecasting |
| topic | Desarrollo económico - Modelos matemáticos Economische modellen gtt Prognoses gtt Pronósticos económicos - Modelos matemáticos Economic forecasting Macroeconomics Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | Desarrollo económico - Modelos matemáticos Economische modellen Prognoses Pronósticos económicos - Modelos matemáticos Economic forecasting Macroeconomics Makroökonomisches Modell |
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