A continuous time econometric model of the United Kingdom with stochastic trends:
Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in contin...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2007
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBG01 Volltext |
| Zusammenfassung: | Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xxi, 290 pages) |
| ISBN: | 9780511664687 |
| DOI: | 10.1017/CBO9780511664687 |
Internformat
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| 520 | |a Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting | ||
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Datensatz im Suchindex
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| author | Bergstrom, A. R. |
| author_facet | Bergstrom, A. R. |
| author_role | aut |
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV043928175 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:51Z |
| institution | BVB |
| isbn | 9780511664687 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029337253 |
| oclc_num | 967421209 |
| open_access_boolean | |
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| owner_facet | DE-12 DE-473 DE-BY-UBG DE-92 |
| physical | 1 online resource (xxi, 290 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2007 |
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| publisher | Cambridge University Press |
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| spelling | Bergstrom, A. R. Verfasser aut A continuous time econometric model of the United Kingdom with stochastic trends Albert Rex Bergstrom, Khalid Ben Nowman Cambridge Cambridge University Press 2007 1 online resource (xxi, 290 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting Wirtschaftspolitik Ökonometrisches Modell Finance / Great Britain / Econometric models Econometric models Stochastic processes Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Großbritannien Great Britain / Economic policy / Econometric models Großbritannien (DE-588)4022153-2 gnd rswk-swf Großbritannien (DE-588)4022153-2 g Makroökonomisches Modell (DE-588)4074486-3 s 1\p DE-604 Nowman, Khalid Ben 1962- Sonstige oth Erscheint auch als Druckausgabe 978-0-521-87549-3 Erscheint auch als Druckausgabe 978-1-107-41123-4 https://doi.org/10.1017/CBO9780511664687 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bergstrom, A. R. A continuous time econometric model of the United Kingdom with stochastic trends Wirtschaftspolitik Ökonometrisches Modell Finance / Great Britain / Econometric models Econometric models Stochastic processes Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4074486-3 (DE-588)4022153-2 |
| title | A continuous time econometric model of the United Kingdom with stochastic trends |
| title_auth | A continuous time econometric model of the United Kingdom with stochastic trends |
| title_exact_search | A continuous time econometric model of the United Kingdom with stochastic trends |
| title_full | A continuous time econometric model of the United Kingdom with stochastic trends Albert Rex Bergstrom, Khalid Ben Nowman |
| title_fullStr | A continuous time econometric model of the United Kingdom with stochastic trends Albert Rex Bergstrom, Khalid Ben Nowman |
| title_full_unstemmed | A continuous time econometric model of the United Kingdom with stochastic trends Albert Rex Bergstrom, Khalid Ben Nowman |
| title_short | A continuous time econometric model of the United Kingdom with stochastic trends |
| title_sort | a continuous time econometric model of the united kingdom with stochastic trends |
| topic | Wirtschaftspolitik Ökonometrisches Modell Finance / Great Britain / Econometric models Econometric models Stochastic processes Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | Wirtschaftspolitik Ökonometrisches Modell Finance / Great Britain / Econometric models Econometric models Stochastic processes Makroökonomisches Modell Großbritannien Great Britain / Economic policy / Econometric models |
| url | https://doi.org/10.1017/CBO9780511664687 |
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