Handbook of research methods and applications in empirical macroeconomics
Handbook of research methods and applications in empirical macroeconomics:

pt. I. Properties of macroeconomic data -- pt. II. Models for macroeconomic data analysis -- pt. III. Estimation and evaluation frameworks in macroeconomics -- pt. IV. Applications I : dynamic stochastic general equilibrium models -- pt. V. Applications II : vector autoregressive models -- pt. VI. A...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cheltenham Edward Elgar Pub. Ltd 2013
Schriftenreihe:Edward Elgar E-Book Archive
Handbooks of research methods and applications series
Schlagworte:
Electronic books
Macroeconomics > Methodology
Methodologie
Makroökonomie
Aufsatzsammlung
Online-Zugang:DE-12
DE-634
DE-1043
DE-1046
DE-573
DE-M347
DE-898
DE-859
DE-860
DE-861
DE-863
DE-862
DE-Re13
DE-91
DE-473
DE-19
DE-355
DE-703
DE-20
DE-706
DE-824
DE-29
DE-739
Volltext
Zusammenfassung:pt. I. Properties of macroeconomic data -- pt. II. Models for macroeconomic data analysis -- pt. III. Estimation and evaluation frameworks in macroeconomics -- pt. IV. Applications I : dynamic stochastic general equilibrium models -- pt. V. Applications II : vector autoregressive models -- pt. VI. Applications III : calibration and simulations
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macroeconomics and econometrics
Beschreibung:Includes bibliographical references and index
Beschreibung:1 Online-Ressource (xii, 614 Seiten) ill
ISBN:9780857931023
DOI:10.4337/9780857931023
Login für die Nachverfolgung von Bestellungen und Vormerkungen
Volltext öffnen

Ähnliche Einträge