Macroeconometrics

Developments, Tensions, and Prospects

Buch | Hardcover

577 Seiten

1995 | 1995 ed.
Kluwer Academic Publishers (Verlag)
978-0-7923-9589-8 (ISBN)

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Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.

1 The Problem of Macroeconometrics.- I. Alternative Econometric Methodologies.- 2 Recent Advances in Solving and Estimating Dynamic Macroeconomic Models.- 3 The Economics of VAR Models.- 4 Progressive Modeling of Macroeconomic Time Series: The LSE Methodology.- 5 The Econometrics of the General Equilibrium Approach toBusiness Cycles.- II. The Lucas Critique Reconsidered.- 6 Causal Orderings.- 7 On Policy Regimes.- 8 The Lucas Critique in Practice: Theory Without Measurement.- 9 Rational Expectations and the Economic Consequences ofChanges in Regime.- 10 Historical Macroeconomics and Macroeconomic History.- Ill. Frontiers of Macroeconometrics.- 11 Modeling Volatility Dynamics.- 12 Dynamic Specification and Testing for Unit Roots and Cointegration.- 13 Nonlinear Models of Economic Fluctuations.

Reihe/Serie	Recent Economic Thought ; 46
Zusatzinfo	XI, 577 p.
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-7923-9589-1 / 0792395891
ISBN-13	978-0-7923-9589-8 / 9780792395898
Zustand	Neuware