Applied macroeconometrics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford [u.a.]
Oxford Univ. Press
2001
|
| Edition: | 1. publ. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | XI, 282 S. graph. Darst. |
| ISBN: | 0198296851 0198775830 |
Staff View
MARC
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| 100 | 1 | |a Favero, Carlo A. |d 1962- |e Verfasser |0 (DE-588)124795951 |4 aut | |
| 245 | 1 | 0 | |a Applied macroeconometrics |c Carlo A. Favero |
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| 264 | 1 | |a Oxford [u.a.] |b Oxford Univ. Press |c 2001 | |
| 300 | |a XI, 282 S. |b graph. Darst. | ||
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Record in the Search Index
| _version_ | 1804127607994712064 |
|---|---|
| adam_text | CONTENTS
Applied Macroeconometrics: an introduction I
1.1
Introduction
1
1.2 FVom
theory to data: the neo-classical growth model
1
1.3
Estimation problem: ordinary least squares
3
1.4
OLS estimation of the Solow growth model
9
1.5
Residual analysis
10
1.6
Elements of distribution theory
12
1.7
Inference in the linear regression model
14
1.8
Estimation under linear constraints
19
1.9
The effects of mis-specification
22
1.10
Human capital in Solow s growth model
24
111 Importance of time-series in macroeconomics
26
112
Alternative research strategies in macroeconometrics
28
1.13
References
30
Probabilistic structure of time-series data
31
2.1
Introduction: what is a time-series?
31
2.2
Analysing time-series: fundamentals
34
2.3
Persistence: Monte-Carlo experiment
40
2.4
Traditional solution: asymptotic theory
42
2.5
Stochastic trends and spurious
regressione
44
2.6
Univariate decompositions of time-series
50
2.7
M
ulti variate
decompositions and dynamic models
56
2.8
Multi variate cointegration:
an application to US data
71
2.9
Multivariate decompositions: some considerations
79
2.10
References
81
Identification problem in macroeconometrics
85
3.1
Introduction
85
3.2
Identification in the Cowles Commission approach
88
3.3
Great critiques
91
3.4
Identification in
LSE
methodology
94
3.5
Identification in
VAR
methodology
96
3.6
Identification in intertemporally optimized models
99
3.7
References
101
Cowles Commission approach
103
4.1
Introduction 103
42
Estimation in the Cowles Commission approach
103
4.3
Simulation
117
4.4
Policy evaluation
118
4.5
A model of the monetary transmission mechanism
120
4.6
Affşwşing
econometric evaluation of monetary policy
126
4.7
What is wrong with econometric policy evaluation?
128
4.8
References
130
5
LSE
approach
132
5.1
Introduction
132
5.2
The
LSE
*tì*e~~i«
133
5.3
Reduction process
134
5.4
lest, test and test
137
5.5
Tasting a Cowlea Commission model
140
5.6
Searching for a congruent specification
142
5.7
Cointegration
analysis
144
5.8
Specifying a structural model
144
5.9
A model of the monetary
transmission
mechanism
153
5.10
Simulating monetary policy
154
5.11
What
hav«
we learned?
158
5.12
References
160
β
VAR
approach
6.1
Introduction: why
VAR
models?
6.2
Identification and estimation
6.3
Why shocks?
172
6.4
Description of
VAR
models
174
6.5
Monetary policy in closed eoonomiee
176
6.6
Monetary poucy in open eoonomiee
180
6.7
VAR
and non-VAR measuree of monetary policy
191
6.8
Empirical results
201
6.10
References
210
Optimisation and
G
MM method
214
7.1
buoduction
214
7Л
Bular
equations «ad dosed form solutions
215
7.3
Estimating
Euler
equations: the GMM method
219
7.4
The bmiU to
Euler eqoation-GMM
approach
225
7
Λ
GMM
and monetary policy rules
229
7.7
lufes* raie rales
and
central
banks preferences
235
7Л
XUåsmwwm
238
(with M. Mstftasoll)
241
8.1
umoductiuti
241
SJ2 llnrlnl itiMisji
242
Xl
245
247
248
253
255
262
266
274
275
Index
278
8.3
Dynamic
equilibrium
8.4
An IS-LM interpretation
8.5
Choice of parameters
8.6
Calibration
8.7
Model solution
8.8
Implementation
8.9
Model evaluation
8.10
Policy analysis
8.11
References
|
| any_adam_object | 1 |
| author | Favero, Carlo A. 1962- |
| author_GND | (DE-588)124795951 |
| author_facet | Favero, Carlo A. 1962- |
| author_role | aut |
| author_sort | Favero, Carlo A. 1962- |
| author_variant | c a f ca caf |
| building | Verbundindex |
| bvnumber | BV012919848 |
| callnumber-first | H - Social Science |
| callnumber-label | HB139 |
| callnumber-raw | HB139.F38 2001 |
| callnumber-search | HB139.F38 2001 |
| callnumber-sort | HB 3139 F38 42001 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QC 300 QH 300 QH 330 |
| ctrlnum | (OCoLC)42953430 (DE-599)BVBBV012919848 |
| dewey-full | 33921 339 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 339 - Macroeconomics and related topics |
| dewey-raw | 339 21 339 |
| dewey-search | 339 21 339 |
| dewey-sort | 3339 221 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| indexdate | 2024-07-09T18:36:03Z |
| institution | BVB |
| isbn | 0198296851 0198775830 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008794983 |
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| physical | XI, 282 S. graph. Darst. |
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| publisher | Oxford Univ. Press |
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| spelling | Favero, Carlo A. 1962- Verfasser (DE-588)124795951 aut Applied macroeconometrics Carlo A. Favero 1. publ. Oxford [u.a.] Oxford Univ. Press 2001 XI, 282 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Econometrische modellen gtt Macro-economie gtt Macroéconomie - Méthodologie Économétrie Econometrics Macroeconomics -- Methodology Ökonometrie (DE-588)4132280-0 gnd rswk-swf Anwendung (DE-588)4196864-5 gnd rswk-swf Makroökonomie (DE-588)4037174-8 gnd rswk-swf Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Makroökonomisches Modell (DE-588)4074486-3 s Anwendung (DE-588)4196864-5 s DE-604 Makroökonomie (DE-588)4037174-8 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008794983&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Favero, Carlo A. 1962- Applied macroeconometrics Econometrische modellen gtt Macro-economie gtt Macroéconomie - Méthodologie Économétrie Econometrics Macroeconomics -- Methodology Ökonometrie (DE-588)4132280-0 gnd Anwendung (DE-588)4196864-5 gnd Makroökonomie (DE-588)4037174-8 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4196864-5 (DE-588)4037174-8 (DE-588)4074486-3 |
| title | Applied macroeconometrics |
| title_auth | Applied macroeconometrics |
| title_exact_search | Applied macroeconometrics |
| title_full | Applied macroeconometrics Carlo A. Favero |
| title_fullStr | Applied macroeconometrics Carlo A. Favero |
| title_full_unstemmed | Applied macroeconometrics Carlo A. Favero |
| title_short | Applied macroeconometrics |
| title_sort | applied macroeconometrics |
| topic | Econometrische modellen gtt Macro-economie gtt Macroéconomie - Méthodologie Économétrie Econometrics Macroeconomics -- Methodology Ökonometrie (DE-588)4132280-0 gnd Anwendung (DE-588)4196864-5 gnd Makroökonomie (DE-588)4037174-8 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | Econometrische modellen Macro-economie Macroéconomie - Méthodologie Économétrie Econometrics Macroeconomics -- Methodology Ökonometrie Anwendung Makroökonomie Makroökonomisches Modell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008794983&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT faverocarloa appliedmacroeconometrics |