Macroeconometric Models:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2013
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| Schriftenreihe: | Advanced studies in theoretical and applied econometrics
47 |
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| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | XXVII, 425 S. 235 mm x 155 mm |
| ISBN: | 3642344674 9783642344671 |
Internformat
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Datensatz im Suchindex
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IMAGE 1
CONTENTS
PART I THE HISTORY IN OUTLINE 1 INTRODUCTION 3
REFERENCES 7
2 THE ORIGINS O F MACROECONOMETRIC MODELS 9
2.1 FIRST ATTEMPTS OF THE QUANTITATIVE DESCRIPTION OF NATIONAL ECONOMIES
9
2.2 GENERAL EQUILIBRIUM MODELS 9
2.3 MODELS O F BUSINESS CYCLES 10
2.4 J.M. KEYNES' MACROECONOMIC THEORY 12
REFERENCES 13
3 MACROECONOMETRIC MODELS O F THE UNITED STATES AND CANADA 15
3.1 FIRST MACROMODELS BY L.R. KLEIN 15
3.2 THE KLEIN-GOLDBERGER MODEL 16
3.3 THE QUARTERLY MACROECONOMETRIC MODELS. THE BROOKINGS MODEL . 18 3.4
MODELS DEVELOPED AT PUBLIC AND COMMERCIAL INSTITUTIONS. MODELS BUILT BY
INDIVIDUAL SCHOLARS OR GROUPS OF SCHOLARS 21
3.4.1 THE WHARTON MODELS 21
3.4.2 THE DRI MODEL 22
3.4.3 THE MICHIGAN MODEL 23
3.4.4 THE BEA MODEL 23
3.4.5 THE MPS MODEL 24
3.4.6 THE HICKMAN-COEN MODEL 25
3.4.7 THE FAIR MODEL 25
3.4.8 THE ST. LOUIS MODEL 26
3.4.9 THE LIU-HWA MODEL 26
3.5 MODELS O F THE US ECONOMY IN THE 1990S AND LATER 27
3.5.1 THE DRI MODEL 28
3.5.2 THE QUARTERLY WEFA MODEL 28
XIII
HTTP://D-NB.INFO/1026468450
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XIV
CONTENTS
3.5.3 THE QUARTERLY DRI-WEFA MODEL-THE GLOBAL
INSIGHT MODEL 29
3.5.4 THE QUARTERLY MICHIGAN ECONOMETRIC MODEL AND S. HYMANS RSQE MODEL
30
3.5.5 THE CURRENT QUARTERLY MODEL 30
3.5.6 THE FRB/US MODEL 31
3.5.7 THE FAIR MC MODEL 32
3.6 THE MACROECONOMETRIC MODELS OF CANADA 33
3.6.1 THE MODELS OF THE GOVERNMENT OF CANADA 34
3.6.2 THE RHOMBERG MODEL 34
3.6.3 THE BANK O F CANADA MODELS 35
3.6.4 THE UNIVERSITY OF TORONTO MODELS . . 35
3.6.5 THE CANDIDE MODEL 41
3.6.6 OTHER MODELS 41
3.6.7 MODELS CONSTRUCTED IN THE 1990S AND LATER 42
REFERENCES 42
4 MODELLING ACTIVITIES IN EUROPE. MACROECONOMETRIC MODELS O F THE UNITED
KINGDOM 47
4.1 INTRODUCTION 47
4.2 FIRST MACROECONOMETRIC MODELS O F THE U K ECONOMY 48
4.3 THE ANNUAL MULTISECTORAL MODEL OF THE U K ECONOMY 48
4.4 THE QUARTERLY MODELS 4 9
4.4.1 THE LONDON BUSINESS SCHOOL (LBS) MODEL 50
4.4.2 THE NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH (NIESR)
MODEL 5 0
4.4.3 THE H.M. TREASURY MODEL 50
4.4.4 THE BANK OF ENGLAND MODEL 51
4.4.5 THE LIVERPOOL UNIVERSITY (LPL) MODEL 51
4.5 FROM KEYNESIAN TO NEOCLASSICAL SPECIFICATION 52
4.5.1 SUPPLY SIDE AND PRODUCTION FUNCTIONS 52
4.5.2 MODELLING LABOUR MARKETS 52
4.5.3 RATIONAL EXPECTATIONS 53
4.6 DEVELOPMENTS IN THE LAST TWENTY YEARS 54
4.6.1 THE OXFORD ECONOMIC FORECASTING MODEL 54
4.6.2 RECONSTRUCTION OF THE LBS MODEL 54
4.6.3 THE COMPACT MODEL 55
4.6.4 THE BANK OF ENGLAND MODELS 55
4.6.5 ESRC MACROECONOMIC MODELLING BUREAU 59
4.6.6 THE LONG-RUN STRUCTURAL MACROECONOMETRIC MODEL . . . . 6 0
REFERENCES 60
5 MODELS O F THE FRENCH ECONOMY 63
5.1 ANNUAL MODELS AND INDICATIVE PLANNING 63
5.1.1 FIFI MODEL 63
5.1.2 THE ANNUAL FORECASTING INSEE MODELS 64
IMAGE 3
CONTENTS X V
5.2 ANNUAL MODELS OF THE SECOND GENERATION 64
5.2.1 THE ANNUAL DMS MODEL 65
5.2.2 THE ANNUAL G A M A MODELS 65
5.2.3 OTHER ANNUAL MODELS 69
5.3 QUARTERLY MODELS O F THE FRENCH ECONOMY 69
5.3.1 THE METRIC MODEL 69
5.3.2 THE PROTEE MODEL 7 0
5.4 DISEQUILIBRIUM MODELS 70
5.5 MODELS BUILT IN THE LAST TWENTY YEARS 70
5.5.1 THE MESANGE MODEL 71
5.5.2 THE MANEGE MODEL 71
REFERENCES 71
6 THE DUTCH MACROECONOMETRIC MODELS 75
6.1 INTRODUCTION. J. TINBERGEN'S CONTRIBUTIONS 75
6.2 ANNUAL MODELS O F THE CENTRAL PLANNING BUREAU (CPB) 75
6.2.1 THE VERDOORN-KOYCK MODEL 75
6.2.2 THE CS, VINTAF AND FREIA MODELS 76
6.3 THE QUARTERLY CPB MODELS 76
6.3.1 THE DRIEHUIS MODEL 76
6.3.2 THE KOMPAS, FREIA-KOMPAS AND FKSEC MODELS . . . 76 6.4 THE CPB
MODELS IN THE 1990S AND LATER 77
6.4.1 THE JADE MODEL 77
6.4.2 THE ATHENA AND MIMIC MODELS . . 77
6.4.3 THE MODEL SAFE 82
6.5 THE MORKMON MODEL OF THE CENTRAL BANK 82
6.6 THE MODELS O F THE ACADEMIC INSTITUTIONS 82
6.6.1 THE SECMON MODEL 83
6.6.2 THE GRONINGEN UNIVERSITY MODELS 83
REFERENCES 83
7 THE MODELS O F THE NORDIC AND BALTIC COUNTRIES 85
7.1 INTRODUCTION 85
7.2 THE MODELS OF THE DANISH ECONOMY 85
7.2.1 THE ADAM MODEL 85
7.2.2 THE SMEC AND CLEO MODELS 86
7.2.3 THE MONA MODEL 87
7.3 THE MODELS O F THE ESTONIAN ECONOMY 87
7.3.1 THE ESTMOD MODEL 87
7.4 THE MODELS O F THE FINNISH ECONOMY 87
7.4.1 THE KESSU MODEL 87
7.4.2 THE BOF AND QMED MODELS 88
7.5 THE MODELS O F THE LITHUANIAN ECONOMY 93
7.5.1 THE LITMOD MODEL 93
7.6 THE MODELS O F THE NORWEGIAN ECONOMY 94
7.6.1 THE MODIS AND MODAG MODELS 94
IMAGE 4
X V J CONTENTS
7.6.2 THE QUARTERLY KVARTS MODEL 95
7.6.3 THE QUARTERLY RIMINI MODEL 95
7.6.4 MODELLING INFLATION IN AN OPEN ECONOMY 95
7.7 MODELS O F THE SWEDISH ECONOMY 95
7.7.1 THE KOSMOS MODEL 95
7.7.2 THE STEP MODEL 97
7.7.3 THE SNEP MODEL 97
7.7.4 THE GUESS MODEL 97
7.7.5 THE RIKS BANK RIXMOD AND SOE MODELS 97
REFERENCES 98
8 MODELS OF THE CENTRAL AND SOUTH EUROPEAN COUNTRIES 101
8.1 INTRODUCTION 101
8.2 THE MODELS O F THE AUSTRIAN NATIONAL ECONOMY 101
8.2.1 THE LIMA MODEL 101
8.3 THE MODELS O F THE BELGIAN ECONOMY 102
8.3.1 THE MIRABEL MODELS 102
8.3.2 THE BELGIAN NATIONAL BANK MODELS 102
8.3.3 THE NONAME MODEL 103
8.4 THE MODELS O F THE GERMAN NATIONAL ECONOMY 103
8.4.1 THE BONN MODELS 104
8.4.2 THE SYSIFO MODEL 105
8.4.3 THE RWI MODELS O F BUSINESS CYCLES 105
8.4.4 THE FREIBURGER MODEL 106
8.4.5 THE BUNDES BANK QUARTERLY MODEL 106
8.4.6 DISEQUILIBRIUM MODELS 106
8.4.7 NEW QUARTERLY MODELS 107
8.5 THE MODELS OF THE GREEK ECONOMY 108
8.6 THE MODELS OF THE IRISH NATIONAL ECONOMY 108
8.6.1 THE BANK O F IRELAND MODEL 108
8.6.2 THE HERMES AND HERMIN MODELS 109
8.7 THE MODELS O F THE ITALIAN NATIONAL ECONOMY 109
8.7.1 THE PROMETEIA MODEL 109
8.7.2 THE BANK O F ITALY MODEL 109
8.8 THE MODELS OF THE PORTUGUESE NATIONAL ECONOMY 116
8.8.1 THE HERMIN MODEL 116
8.9 THE MODELS OF THE SPANISH NATIONAL ECONOMY 116
8.9.1 THE ACADEMIC CENTRES'MODELS 116
8.9.2 THE BANK O F SPAIN MODELS 117
8.10 THE MODELS O F THE SWISS NATIONAL ECONOMY 117
8.10.1 THE CREA MODEL 117
8.10.2 THE QUARTERLY KOF MODEL 117
8.10.3 THE QUARTERLY MODEL OF THE UNIVERSITY O F ST. GALL 118
8.11 THE MODELS OF THE TURKISH NATIONAL ECONOMY 118
REFERENCES 118
IMAGE 5
CONTENTS XVII
9 THE MODELS O F THE MIDDLE AND EAST EUROPEAN COUNTRIES 123
9.1 THE MODELS O F THE CENTRALLY PLANNED ECONOMIES 123
9.1.1 INTRODUCTION 123
9.1.2 THE MODELS OF THE CZECHOSLOVAK NATIONAL ECONOMY . . . . 125 9.1.3
THE MODELS O F THE GERMAN DEMOCRATIC REPUBLIC 126
9.1.4 THE MODELS O F THE HUNGARIAN NATIONAL ECONOMY 127
9.1.5 THE MODELS O F THE POLISH ECONOMY 128
9.1.6 THE MODELS O F THE UNITED SOVIET SOCIALIST REPUBLICS (USSR) 136
9.1.7 THE MODELS O F THE YUGOSLAV NATIONAL ECONOMY 137
9.1.8 THE MODELS O F THE COUNCIL O F MUTUAL ECONOMIC ASSISTANCE (CMEA)
COUNTRIES 137
9.1.9 THE MODELS O F THE CENTRALLY PLANNED COUNTRIES. RECAPITULATION 137
9.2 THE MODELS O F THE TRANSITION ECONOMIES 147
9.2.1 INTRODUCTION 147
9.2.2 THE MODELS O F THE BULGARIAN NATIONAL ECONOMY 148
9.2.3 THE MODELS O F THE CZECHOSLOVAK NATIONAL ECONOMY . . . . 148 9.2.4
THE MODELS O F THE NATIONAL ECONOMY O F THE CZECH REPUBLIC 149
9.2.5 MODELS OF THE HUNGARIAN NATIONAL ECONOMY 150
9.2.6 THE MODEL OF THE MONTENEGRIN NATIONAL ECONOMY 150
9.2.7 THE MACROECONOMETRIC MODELS O F THE POLISH NATIONAL ECONOMY 151
9.2.8 THE MACROECONOMETRIC MODELS OF ROMANIA 155
9.2.9 THE MACROECONOMETRIC MODELS OF THE NATIONAL ECONOMY O F THE
RUSSIAN FEDERATION 171
9.2.10 THE MACROECONOMETRIC MODELS O F THE SLOVAK NATIONAL ECONOMY 174
9.2.11 THE MACROECONOMETRIC MODELS OF THE SLOVENIAN NATIONAL ECONOMY 176
9.2.12 THE MACROECONOMETRIC MODELS OF THE UKRAINIAN NATIONAL ECONOMY 177
9.2.13 THE MULTICOUNTRY MODELS OF THE MIDDLE AND EAST EUROPEAN COUNTRIES
178
9.2.14 FINAL REMARKS 180
REFERENCES 181
10 THE MACROECONOMETRIC MODELS O F THE EUROPEAN UNION AND THE EURO AREA
191
10.1 THE MODELS O F THE EUROPEAN UNION 191
10.1.1 INTRODUCTION 191
10.1.2 THE EUROMON MODEL 192
10.1.3 THE MAC SIM MODEL 192
10.1.4 THE HERMIN MODEL 194
10.1.5 THE GEM-E3 MODEL 194
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X V U 1
CONTENTS
10.1.6 THE COMPACT MODEL 194
10.1.7 THE AGGREGATED MODEL FOR THE EUROPEAN UNION 195
10.2 THE MODELS O F THE EURO AREA 195
10.2.1 INTRODUCTION 195
10.2.2 THE MODELS O F THE EUROPEAN CENTRAL BANK. THE AWM MODEL 196
10.2.3 THE MZE MODEL 197
10.2.4 THE MORANA MODEL 200
10.2.5 A STRUCTURAL MODEL FOR THE EURO ECONOMY 200
REFERENCES 200
11 THE MACROECONOMETRIC MODELS OF THE REST O F THE WORLD COUNTRIES . 203
11.1 INTRODUCTION : 2 0 3
11.2 THE MACROECONOMETRIC MODELS O F THE JAPANESE NATIONAL ECONOMY 204
11.2.1 THE EARLY MODELS 204
11.2.2 THE ECONOMIC PLANNING AGENCY MODELS 204
11.2.3 THE BANK O F JAPAN QUARTERLY MODELS 205
11.2.4 THE MACROECONOMETRIC MODELS O F ACADEMIC INSTITUTIONS . 205
11.2.5 THE MACROECONOMETRIC MODELS O F COMMERCIAL INSTITUTIONS 206 11.3
MACROECONOMETRIC MODELS FOR THE FAR EAST ASIAN COUNTRIES . . . . 206
11.3.1 THE SYSTEMS O F MODELS FOR FAR EAST ASIAN COUNTRIES . . . . 206
11.3.2 THE MACROECONOMETRIC MODELS OF THE INDONESIAN NATIONAL ECONOMY
207
11.3.3 THE MACROECONOMETRIC MODELS OF THE PHILIPPINE NATIONAL ECONOMY
208
11.3.4 THE MACROECONOMETRIC MODELS O F THE SOUTH KOREAN NATIONAL ECONOMY
209
11.3.5 THE MACROECONOMETRIC MODELS OF THE ECONOMY OF TAIWAN PROVINCE 210
11.4 THE MACROECONOMETRIC MODELS O F THE AUSTRALIAN AND NEW ZEALAND
ECONOMIES 211
11.5 THE MACROECONOMETRIC MODELS O F THE CHINESE NATIONAL ECONOMY . 212
11.5.1 THE EARLY MODELS 212
11.5.2 THE MODELS O F THE STATE ECONOMIC INFORMATION CENTRE . . . 212
11.5.3 THE DEMAND-ORIENTED MODELS 213
11.6 MACROECONOMETRIC MODELS O F INDIA, PAKISTAN AND SRI LANKA . . . .
213 11.6.1 THE EARLY MACROECONOMETRIC MODELS FOR INDIA 214
11.6.2 THE MACROECONOMETRIC MODELS O F THE INDIAN ECONOMY IN THE LATE
1960S AND 1970S 214
11.6.3 LATER MACROECONOMETRIC MODELS O F INDIA 215
11.6.4 THE MACROECONOMETRIC MODEL OF PAKISTAN 225
11.6.5 MACROECONOMETRIC MODELS O F THE NATIONAL ECONOMY OF SRI LANKA 225
11.7 THE MACROECONOMETRIC MODELS O F THE NORTH AFRICAN AND WEST ASIAN
COUNTRIES 226
IMAGE 7
CONTENTS XIX
11.7.1 THE STRUCTURE O F THE MODELS FOR THE OIL EXTRACTING
COUNTRIES 227
11.7.2 THE MACROECONOMETRIC MODELS O F THE IRAQI NATIONAL ECONOMY 227
11.7.3 THE MACROECONOMETRIC MODEL OF THE KUWAITI NATIONAL ECONOMY 228
11.7.4 THE MACROECONOMETRIC MODELS O F THE EGYPTIAN AND IRANIAN NATIONAL
ECONOMIES 229
11.7.5 MODELLING THE MAGHREB COUNTRIES 230
11.8 MACROECONOMETRIC MODELS O F THE AFRICAN COUNTRIES 230
11.8.1 THE MACROECONOMETRIC MODELS O F THE GHANAIAN NATIONAL ECONOMY 230
11.8.2 THE MACROECONOMETRIC MODELS O F THE KENYAN NATIONAL ECONOMY 231
11.8.3 THE MACROECONOMETRIC MODEL OF THE MALAWIAN NATIONAL ECONOMY 232
11.8.4 THE MACROECONOMETRIC MODELS O F THE NIGERIAN NATIONAL ECONOMY 233
11.8.5 THE MACROECONOMETRIC MODELS O F THE SOUTH AFRICAN NATIONAL
ECONOMY 234
11.8.6 THE MACROMODEL O F THE TOGOLESE NATIONAL ECONOMY . . 234 11.9 THE
MACROECONOMETRIC MODELS O F THE LATIN AMERICAN COUNTRIES . 235 11.9.1
THE MACROECONOMETRIC MODELS O F THE MEXICAN NATIONAL ECONOMY 235
11.9.2 THE MACROECONOMETRIC MODELS OF THE VENEZUELAN NATIONAL ECONOMY
236
REFERENCES 236
12 MACROECONOMETRIC MULTICOUNTRY MODELS 241
12.1 INTRODUCTION 241
12.2 PROJECT LINK 242
12.3 THE WORLD TRADE MODELS 244
12.4 THE OECD-INTERLINK MODEL 245
12.5 THE MODELS O F THE WORLD BANK 247
12.6 THE MODELS OF THE INTERNATIONAL MONETARY FUND (IMF) 248
12.6.1 THE MULTIMOD MODELS 248
12.6.2 THE GEM MODEL 250
12.7 THE MODELS O F EUROPEAN COMMUNITY. THE QUEST MODELS . . . 250 12.8
THE MODELS O F THE US FEDERAL RESERVE BANK 261
12.8.1 THE MCM QUARTERLY MODELS 261
12.8.2 THE FRB/WORLD MODEL 261
12.9 THE MEMMOD MODEL O F THE DEUTSCHE BUNDESBANK 262
12.10 THE MODELS O F THE NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL
RESEARCH (NIESR): GEM AND NIGEM 262
12.10.1 THE GEM MODEL 262
12.10.2 THE NIGEM MODEL 263
IMAGE 8
XX CONTENTS
12.11 THE MULTICOUNTRY MODEL MIMOSA 264
12.12 THE MODEL FUGI 265
12.13 THE MODEL O F OXFORD ECONOMIC FORECASTING 267
12.14 THE MULTICOUNTRY MODEL PRIAMO 267
12.15 THE MULTICOUNTRY MC MODEL BY R.C. FAIR 268
12.16 OTHER MULTICOUNTRY MODELS 269
REFERENCES 270
13 THE EPILOGUE 275
REFERENCES 278
PART II THE STRUCTURE O F MACROECONOMETRIC MODELS
14 INTRODUCTION 281
REFERENCES 283
15 MACROECONOMETRIC MODELS-THE CLASSIFICATION 285
15.1 INTRODUCTION 285
15.2 CLASSIFICATIONS O F THE NATIONAL ECONOMY IN MACROMODELS . . . . 285
15.3 MACROECONOMETRIC MODELS. THEIR MAJOR TYPES 288
15.4 A STYLIZED STRUCTURE O F THE NATIONAL ECONOMY MODELS 291
15.5 MODEL DYNAMICS. RATIONAL EXPECTATIONS. LONG- AND SHORT-TERM
RELATIONSHIPS 293
15.6 THE MICROECONOMIC FOUNDATIONS O F MODELS'SPECIFICATION . . . . 295
15.7 THE MODELLING OF SUPPLY 296
15.8 THE STYLIZED VERSION OF THE MACROECONOMETRIC MODEL STRUCTURE IN THE
LAST TWENTY YEARS 298
15.9 AN OUTLINE O F ESTIMATION METHODS AND COMPUTATIONAL TECHNIQUES 300
REFERENCES 301
16 MODELLING THE BEHAVIOUR O F HOUSEHOLDS 303
16.1 THE CONSUMER DEMAND FUNCTION 303
16.2 EQUATIONS EXPLAINING HOUSEHOLD INVESTMENT DEMAND 310
16.3 EQUATIONS EXPLAINING LABOUR FORCE SUPPLY 311
REFERENCES 312
17 THE MODELS O F THE ENTERPRISE SECTOR 315
17.1 INTRODUCTION 315
17.2 DETERMINATION OF OUTPUT 316
17.3 EQUATIONS EXPLAINING THE DEMAND FOR PRODUCTION FACTORS AND THE
PRODUCTION FUNCTION 317
17.4 THE DEMAND FUNCTIONS FOR FIXED CAPITAL AND BUSINESS INVESTMENT 320
17.5 THE DEMAND FUNCTIONS FOR EMPLOYMENT AND WORKING TIME . . . 326 17.6
THE PRODUCTION SUPPLY AND PRODUCTION FUNCTION 330
17.7 TOTAL FACTOR PRODUCTIVITY 333
17.8 EQUATIONS EXPLAINING PRODUCER PRICES 337
IMAGE 9
CONTENTS XXI
17.9 EQUATIONS EXPLAINING AVERAGE WAGES 340
REFERENCES 343
18 MODELLING DISEQUILIBRIA AND EQUILIBRIA 347
18.1 INTRODUCTION 347
18.2 MODELLING THE GLOBAL DISEQUILIBRIA 348
18.3 MODELLING DEMAND O F PUBLIC INSTITUTIONS (SOCIAL CONSUMPTION) . .
350 18.4 MODELLING INVENTORIES 350
18.5 MODELLING ADJUSTMENTS IN THE PRODUCTION SECTOR 352
18.6 MODELLING UNEMPLOYMENT 353
18.7 MODELLING FOREIGN TRADE 356
18.7.1 INTRODUCTION 356
18.7.2 EQUATIONS EXPLAINING THE DEMAND FOR EXPORTED GOODS. . . 357
18.7.3 THE EXPORTS SUPPLY FUNCTIONS 358
18.7.4 THE IMPORTS FUNCTIONS 359
18.7.5 THE EQUATIONS EXPLAINING THE SUPPLY OF IMPORTED COMMODITIES 361
18.8 PRICE SYSTEMS 362
18.8.1 INTRODUCTION 362
18.8.2 EQUATIONS EXPLAINING THE PRICES OF DOMESTIC FINAL GOODS . 362
18.8.3 EQUATIONS EXPLAINING EXPORT AND IMPORT PRICES 363
18.9 THE ECONOMIC MECHANISMS IN THE REAL SPHERE 364
REFERENCES 368
19 THE MODELLING O F FINANCIAL FLOWS 371
19.1 INTRODUCTION 371
19.2 THE MODELS OF HOUSEHOLDS' INCOMES, EXPENDITURES AND WEALTH CHANGES
371
19.3 THE MODELLING O F FINANCIAL FLOWS O F ENTERPRISES 374
19.4 THE MODELLING O F PUBLIC FINANCES 377
19.5 FINANCIAL FLOWS-THE INTERIM AND OUTSIDE LINKS 379
REFERENCES 380
20 MODELLING THE MONEY AND CAPITAL MARKETS 383
20.1 INTRODUCTION 383
20.2 THE MODELLING O F CREDIT ACTIVITIES 383
20.3 EQUATIONS EXPLAINING THE DEMAND FOR MONEY AND FINANCIAL ASSETS 385
20.4 INTEREST RATES 386
20.5 THE BALANCE O F PAYMENTS 387
20.6 THE EXCHANGE RATE FUNCTIONS 388
20.7 EQUATIONS SYSTEMS 392
REFERENCES 393
21 PROSPECTS O F MACROECONOMETRIC MODELLING 395
AUTHOR INDEX 397
SUBJECT INDEX 409 |
| any_adam_object | 1 |
| author | Welfe, Władysław 1927-2013 |
| author_GND | (DE-588)110389905 |
| author_facet | Welfe, Władysław 1927-2013 |
| author_role | aut |
| author_sort | Welfe, Władysław 1927-2013 |
| author_variant | w w ww |
| building | Verbundindex |
| bvnumber | BV040606651 |
| classification_rvk | QC 300 |
| ctrlnum | (OCoLC)840011637 (DE-599)DNB1026468450 |
| dewey-full | 339.5015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 339 - Macroeconomics and related topics |
| dewey-raw | 339.5015195 |
| dewey-search | 339.5015195 |
| dewey-sort | 3339.5015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| era | Geschichte gnd |
| era_facet | Geschichte |
| format | Book |
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| id | DE-604.BV040606651 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-21T00:22:25Z |
| institution | BVB |
| isbn | 3642344674 9783642344671 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025434305 |
| oclc_num | 840011637 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-11 DE-12 DE-N2 |
| owner_facet | DE-355 DE-BY-UBR DE-11 DE-12 DE-N2 |
| physical | XXVII, 425 S. 235 mm x 155 mm |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
| record_format | marc |
| series | Advanced studies in theoretical and applied econometrics |
| series2 | Advanced studies in theoretical and applied econometrics |
| spelling | Welfe, Władysław 1927-2013 Verfasser (DE-588)110389905 aut Macroeconometric Models Władysław Welfe Berlin [u.a.] Springer 2013 XXVII, 425 S. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier Advanced studies in theoretical and applied econometrics 47 Geschichte gnd rswk-swf Makroökonomie (DE-588)4037174-8 gnd rswk-swf Internationaler Vergleich (DE-588)4120509-1 gnd rswk-swf Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Makroökonomie (DE-588)4037174-8 s Makroökonomisches Modell (DE-588)4074486-3 s Internationaler Vergleich (DE-588)4120509-1 s Geschichte z DE-604 Erscheint auch als Online-Ausgabe 978-3-642-34468-8 Advanced studies in theoretical and applied econometrics 47 (DE-604)BV000002376 47 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4131530&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025434305&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Welfe, Władysław 1927-2013 Macroeconometric Models Advanced studies in theoretical and applied econometrics Makroökonomie (DE-588)4037174-8 gnd Internationaler Vergleich (DE-588)4120509-1 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4037174-8 (DE-588)4120509-1 (DE-588)4074486-3 |
| title | Macroeconometric Models |
| title_auth | Macroeconometric Models |
| title_exact_search | Macroeconometric Models |
| title_full | Macroeconometric Models Władysław Welfe |
| title_fullStr | Macroeconometric Models Władysław Welfe |
| title_full_unstemmed | Macroeconometric Models Władysław Welfe |
| title_short | Macroeconometric Models |
| title_sort | macroeconometric models |
| topic | Makroökonomie (DE-588)4037174-8 gnd Internationaler Vergleich (DE-588)4120509-1 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | Makroökonomie Internationaler Vergleich Makroökonomisches Modell |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=4131530&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025434305&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000002376 |
| work_keys_str_mv | AT welfewładysław macroeconometricmodels |