The econometrics of macroeconomic modelling:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Oxford [u.a.]
Oxford Univ. Press
2005
|
| Edition: | 1. publ. |
| Series: | Advanced texts in econometrics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | XXII, 338 S. graph. Darst. |
| ISBN: | 9780199246496 0199246491 9780199246502 0199246505 |
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| 245 | 1 | 0 | |a The econometrics of macroeconomic modelling |c Gunnar Bårdsen ... |
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Record in the Search Index
| _version_ | 1804133592102600704 |
|---|---|
| adam_text | Contents
List of Figures
List of Tables
List of Abbreviations
1
1.1
1.2
1.3
(Chapters
1.4
1.5
2
2.1
2.2
in macroeconometrics
2.2.1
2.2.2
macroeconometrics
2.3
2.3.1
2.3.2
2.4
2.4.1
2.4.2
2.5
a global model a viable procedure?
3
3.1
3.2
3.2.1
ix
x
3.2.2
3.2.3
3.2.4
4
4.1
4.1.1
4.2
4.3
changes in unemployment?
4.4
4.5
4.5.1
4.5.2
4.5.3
4.5.4
4.6
4.6.1
5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
6
6.1
6.2
6.3
6.4
6.4.1
and the steady state
6.4.2
6.4.3
6.4.4
6.5
6.6
6.7
view of equilibrium unemployment?
6.7.1
Contents xi
6.7.2 Aggregate
the
6.8
employment estimates
6.8.1
6.8.2
structural changes in wage formation? Ill
6.8.3
the Nordic countries
6.9
unemployment-inflation dynamics
6.9.1
6.9.2
6.10
7
7.1
7.2
7.3
7.4
7.5
7.5.1
7.5.2
7.5.3
7.5.4
7.5.5
7.6
8
8.1
8.2
8.2.1
8.2.2
8.2.3
8.3
8.3.1
8.3.2
8.4
8.4.1
extended data
8.4.2
8.5
8.5.1
8.5.2
xii
8.5.3
8.5.4
8.6
8.6.1
8.6.2
8.6.3
8.6.4
8.6.5
8.6.6
the models
8.6.7
8.7
8.7.1
8.7.2
8.7.3
8.7.4
on inflation
8.7.5
8.7.6
8.7.7
9
9.1
9.2
9.2.1
9.2.2
9.3
9.3.1
9.3.2
9.3.3
9.3.4
9.3.5
9.3.6
bank loans RLt
9.4
9.5
9.6
9.7
10
10.1
10.2
10.2.1
real-time variables?
Contents
10.2.2
10.2.3
10.3
10.3.1
10.3.2
10.3.3
10.3.4
surface estimation
10.4
11
11.1
11.2
11.2.1
11.2.2
forecasting systems based on differenced data
11.3
11.3.1
11.3.2
11.3.3
11.4
Appendix
A.1 The Lucas critique
A.2 Solving and estimating rational expectations models
A.2.1 Repeated substitution
A.2.2 Undetermined coefficients
A.2.3 Factorization
A.2.4 Estimation
A.2.5 Does the MA(1) process prove that the forward
solution applies?
A.3 Calculation of interim multipliers in a linear dynamic
model: a general exposition
A.3.1 An example
Bibliography
Author Index
Subject Index
This book gives an excellent insight into the process of forming a high-quality, real-world
macro-model then evaluating and using it. This is an important topic and makes this an
important book.
Macroeconometric models, in many ways the flagships of the economist s profession
in the
titioners in the late
models had declined markedly. Nevertheless, macroeconometric models have never
completely disappeared from the scene.
This book describes how and why the discipline of macroeconometric modelling
continues to play a role for economic policymaking by adapting to changing demands,
as model builders have adopted new insights from economic theory and taken advantage
of the methodological and conceptual advances within time series econometrics over
the last twenty years.
The modelling of wages and prices takes a central part in the book as the authors
interpret and evaluate the last forty years of international research to explain inflation in
a small open economy. A dynamic incomplete competition model is evaluated and built
into a small econometric model to analyse the transmission mechanism, to evaluate
monetary policy rules, and to explore the main sources of forecast failure.
This text will be invaluable to students and researchers in econometrics and advanced
macroeconomics, and to practitioners in governmental agencies and in central banks.
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| indexdate | 2024-07-09T20:11:10Z |
| institution | BVB |
| isbn | 9780199246496 0199246491 9780199246502 0199246505 |
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| spelling | The econometrics of macroeconomic modelling Gunnar Bårdsen ... 1. publ. Oxford [u.a.] Oxford Univ. Press 2005 XXII, 338 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced texts in econometrics Hier auch später erschienene, unveränderte Nachdrucke Econometrische analyse gtt Macro-economie gtt Modèle macroéconomique rasuqam Wiskundige modellen gtt Économétrie rasuqam Mathematisches Modell Macroconomics Mathematical models Econometrics Ökonometrisches Modell (DE-588)4043212-9 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 DE-604 Makroökonomie (DE-588)4037174-8 s Ökonometrisches Modell (DE-588)4043212-9 s Bårdsen, Gunnar Sonstige oth Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013348160&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013348160&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | The econometrics of macroeconomic modelling Econometrische analyse gtt Macro-economie gtt Modèle macroéconomique rasuqam Wiskundige modellen gtt Économétrie rasuqam Mathematisches Modell Macroconomics Mathematical models Econometrics Ökonometrisches Modell (DE-588)4043212-9 gnd Makroökonomie (DE-588)4037174-8 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4037174-8 (DE-588)4074486-3 |
| title | The econometrics of macroeconomic modelling |
| title_auth | The econometrics of macroeconomic modelling |
| title_exact_search | The econometrics of macroeconomic modelling |
| title_full | The econometrics of macroeconomic modelling Gunnar Bårdsen ... |
| title_fullStr | The econometrics of macroeconomic modelling Gunnar Bårdsen ... |
| title_full_unstemmed | The econometrics of macroeconomic modelling Gunnar Bårdsen ... |
| title_short | The econometrics of macroeconomic modelling |
| title_sort | the econometrics of macroeconomic modelling |
| topic | Econometrische analyse gtt Macro-economie gtt Modèle macroéconomique rasuqam Wiskundige modellen gtt Économétrie rasuqam Mathematisches Modell Macroconomics Mathematical models Econometrics Ökonometrisches Modell (DE-588)4043212-9 gnd Makroökonomie (DE-588)4037174-8 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | Econometrische analyse Macro-economie Modèle macroéconomique Wiskundige modellen Économétrie Mathematisches Modell Macroconomics Mathematical models Econometrics Ökonometrisches Modell Makroökonomie Makroökonomisches Modell |
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