Estimating how the macroeconomy works:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, MA [u.a.]
Harvard Univ. Press
2004
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XV, 295 S. graph. Darst. |
| ISBN: | 0674015460 |
Internformat
MARC
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| 264 | 1 | |a Cambridge, MA [u.a.] |b Harvard Univ. Press |c 2004 | |
| 300 | |a XV, 295 S. |b graph. Darst. | ||
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Datensatz im Suchindex
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|---|---|
| adam_text | CONTENTS LIST OF TABLES IX LIST OF FIGURES XI PREFACE XIII ABBREVIATIONS
XV INTRODUCTION 1 .1 OUTLINE OF THE BOOK 1 .2 METHODOLOGY 4 .3 MACRO
THEORY 5 -4 NOTATION AND 2SLS ESTIMATION 6 .5 TESTING SINGLE EQUATIONS 7
.6 TESTING COMPLETE MODELS 13 .7 SOLVING OPTIMAL CONTROL PROBLEMS 14 .8
THE FP PROGRAM AND THE WEBSITE 15 THE MC MODEL 16 2.1 THE MODEL IN
TABLES 16 2.2 TREATMENT OF EXPECTATIONS 18 2.3 AN OVERVIEW OF THE MODEL
18 2.4 THE US STOCHASTIC EQUATIONS 22 2.5 THE ROW STOCHASTIC EQUATIONS
47 INTEREST RATE EFFECTS 61 3.1 INTRODUCTION 61 3.2 THE TEST 61 3.3 THE
RESULTS 65 TESTING THE NAIRU MODEL 67 4.1 INTRODUCTION 67 4.2 THE NAIRU
MODEL 67 4.3 TESTS FOR THE UNITED STATES 69 4.4 TESTS FOR THE ROW
COUNTRIES 7 5 4.5 PROPERTIES 77 VI II CONTENTS 4.6 NONLINEARITIES 78 5
U.S. WEALTH EFFECTS 80 5.1 INTRODUCTION 80 5.2 THE EFFECTS OF CG 80 5.3
CHANGING AA BY 1,000 82 6 TESTING FOR A NEW ECONOMY IN THE 1990S 85 6.1
INTRODUCTION 85 6.2 END-OF-SAMPLE STABILITY TESTS 90 6.3 NO STOCK MARKET
BOOM: COUNTERFACTUAL 90 6.4 AGGREGATE PRODUCTIVITY 97 6.5 CONCLUSION 100
7 A MODERN VIEW OF MACROECONOMICS 101 7.1 INTRODUCTION 101 7.2
ESTIMATED EFFECTS OF A POSITIVE INFLATION SHOCK 103 7.3 THE FRB/US MODEL
106 7.4 CONCLUSION 107 8 ESTIMATED EUROPEAN INFLATION COSTS 108 8.1
INTRODUCTION 705 8.2 THE EXPERIMENT 109 8.3 CONCLUSION 113 9 STOCHASTIC
SIMULATION AND BOOTSTRAPPING 114 9.1 STOCHASTIC SIMULATION 114 9.2
BOOTSTRAPPING 116 9.3 DISTRIBUTION OF THE COEFFICIENT ESTIMATES 117 9.4
ANALYSIS OF MODELS* PROPERTIES 120 9.5 BIAS CORRECTION 122 9.6 AN
EXAMPLE USING THE US MODEL 122 9.7 CONCLUSION 129 10 CERTAINTY
EQUIVALENCE 130 10.1 INTRODUCTION 130 10.2 ANALYTIC RESULTS 130 10.3
RELAXING THE CE ASSUMPTION 131 10.4 RESULTS USING THE US MODEL 132 11
EVALUATING POLICY RULES 134 11.1 INTRODUCTION 134 11.2 THE EFFECTS OF A
DECREASE IN RS 135 II CONTENTS VII 11.3 STABILIZATION EFFECTIVENESS OF
FOUR RULES 138 11.4 OPTIMAL CONTROL 141 11.5 ADDING A TAX RATE RULE 145
11.6 CONCLUSION 146 12 EMU STABILIZATION COSTS 147 12.1 INTRODUCTION 147
12.2 THE STOCHASTIC-SIMULATION PROCEDURE 148 12.3 RESULTS FOR THE
NON-EMU REGIME 148 12.4 RESULTS FOR THE EMU REGIME 150 12.5 CONCLUSION
752 13 RE MODELS 154 13.1 INTRODUCTION / 54 13.2 THE RE MODEL 155 13.3
SOLUTION OF RE MODELS 755 13.4 OPTIMAL CONTROL FOR RE MODELS 757 13.5
STOCHASTIC SIMULATION OF RE MODELS 755 13.6 STOCHASTIC SIMULATION AND
OPTIMAL CONTROL 759 13.7 CODING 760 13.8 AN EXAMPLE: AN RE VERSION OF
THE US(EX,PIM) MODEL 767 13.9 CONCLUSION 762 14 MODEL COMPARISONS 163
14.1 INTRODUCTION 163 14.2 THE US+MODEL 163 14.3 THE VAR MODEL 164 14.4
THE AC MODEL 164 14.5 OUTSIDE SAMPLE RMSES 765 14.6 FS TESTS 166 14.7
SOURCES OF UNCERTAINTY 770 14.8 CONCLUSION 772 15 CONCLUSION 173 THE
U.S. ECONOMY IN THE 1990S 773 PRICE EQUATIONS 773 MONETARY POLICY 174
EMU STABILIZATION COSTS 7 75 BOOTSTRAPPING 775 CERTAINTY EQUIVALENCE AND
OPTIMAL CONTROL 7 75 RATIONAL EXPECTATIONS 7 76 TESTING EQUATIONS AND
MODELS 7 76 CONTENTS APPENDIX A THE US MODEL 179 A. 1 ABOUT TABLES A.
1-A. 10 / 79 A.2 THE RAW DATA 180 A.3 VARIABLE CONSTRUCTION 181 A.4 THE
IDENTITIES 187 APPENDIX B THE ROW MODEL 239 B. 1 ABOUT TABLES B. 1-B.6
239 B.2 THE RAW DATA 240 B.3 VARIABLE CONSTRUCTION 240 B.4 THE
IDENTITIES 242 B.5 THE LINKING EQUATIONS 243 B.6 SOLUTION OF THE MC
MODEL 243 REFERENCES 285 INDEX 293
|
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| classification_rvk | QC 300 |
| ctrlnum | (OCoLC)231992001 (DE-599)BVBBV019593403 |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV019593403 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:01:02Z |
| institution | BVB |
| isbn | 0674015460 |
| language | English |
| lccn | 2004047522 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012930076 |
| oclc_num | 231992001 |
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| physical | XV, 295 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Harvard Univ. Press |
| record_format | marc |
| spelling | Fair, Ray C. Verfasser aut Estimating how the macroeconomy works Ray C. Fair Cambridge, MA [u.a.] Harvard Univ. Press 2004 XV, 295 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index aaMacroeconomics aMacroeconomics Makroökonomie (DE-588)4037174-8 gnd rswk-swf Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Makroökonomie (DE-588)4037174-8 s DE-188 Makroökonomisches Modell (DE-588)4074486-3 s SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012930076&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Fair, Ray C. Estimating how the macroeconomy works aaMacroeconomics aMacroeconomics Makroökonomie (DE-588)4037174-8 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4037174-8 (DE-588)4074486-3 |
| title | Estimating how the macroeconomy works |
| title_auth | Estimating how the macroeconomy works |
| title_exact_search | Estimating how the macroeconomy works |
| title_full | Estimating how the macroeconomy works Ray C. Fair |
| title_fullStr | Estimating how the macroeconomy works Ray C. Fair |
| title_full_unstemmed | Estimating how the macroeconomy works Ray C. Fair |
| title_short | Estimating how the macroeconomy works |
| title_sort | estimating how the macroeconomy works |
| topic | aaMacroeconomics aMacroeconomics Makroökonomie (DE-588)4037174-8 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | aaMacroeconomics aMacroeconomics Makroökonomie Makroökonomisches Modell |
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