Econometric Business Cycle Research
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Econometric Business Cycle Research
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Author : Jan Jacobs
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Econometric Business Cycle Research written by Jan Jacobs and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Econometric Business Cycle Research deals with econometric business cycle research (EBCR), a term introduced by the Nobel-laureate Jan Tinbergen for his econometric method of testing (economic) business cycle theories. EBCR combines economic theory and measurement in the study of business cycles, i.e., ups and downs in overall economic activity. We assess four methods of EBCR: business cycle indicators, simultaneous equations models, vector autoregressive systems and real business indicators. After a sketch of the history of the methods, we investigate whether the methods meet the goals of EBCR: the three traditional ones, description, forecasting and policy evaluation, and the one Tinbergen introduced, the implementation|testing of business cycles. The first three EBCR methods are illustrated for the Netherlands, a typical example of a small, open economy. The main conclusion of the book is that simultaneous equation models are the best vehicle for EBCR, if all its goals are to be attained simultaneously. This conclusion is based on a fairly detailed assessment of the methods and is not over-turned in the empirical illustrations. The main conclusion does not imply the end of other EBCR methods. Not all goals have to be met with a single vehicle, other methods might serve the purpose equally well - or even better. For example, if one is interested in business cycle forecasts, one might prefer a business cycle indicator or vector autoregressive system. A second conclusion is that many ideas/concepts that play an important role in current discussions about econometric methodology in general and EBCR in particular, were put forward in the 1930s and 1940s. A third conclusion is that it is difficult, if not impossible, to compare the outcomes of RBC models to outcomes of the other three methods, because RBC modellers are not interested in modelling business cycles on an observation-per-observation basis. A more general conclusion in this respect is that methods should adopt the same concept of business cycles to make them comparable.
Frontiers Of Business Cycle Research
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Author : Thomas F. Cooley
language : en
Publisher: Princeton University Press
Release Date : 1995-02-26
Frontiers Of Business Cycle Research written by Thomas F. Cooley and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-02-26 with Business & Economics categories.
This introduction to modern business cycle theory uses a neoclassical growth framework to study the economic fluctuations associated with the business cycle. Presenting advances in dynamic economic theory and computational methods, it applies concepts to t
Business Cycles Indicators And Forecasting
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Author : James H. Stock
language : en
Publisher: University of Chicago Press
Release Date : 2008-04-15
Business Cycles Indicators And Forecasting written by James H. Stock and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-15 with Business & Economics categories.
The inability of forecasters to predict accurately the 1990-1991 recession emphasizes the need for better ways for charting the course of the economy. In this volume, leading economists examine forecasting techniques developed over the past ten years, compare their performance to traditional econometric models, and discuss new methods for forecasting and time series analysis.
Econometric Business Cycle Research
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Author : Jan Tinbergen
language : en
Publisher:
Release Date : 2013-10
Econometric Business Cycle Research written by Jan Tinbergen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10 with categories.
This is a new release of the original 1940 edition.
Econometric Business Cycle Research
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Author : J. P. A. M. Jacobs
language : en
Publisher:
Release Date : 1998
Econometric Business Cycle Research written by J. P. A. M. Jacobs and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business cycles categories.
Real Business Cycle Models In Economics
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Author : Warren Young
language : en
Publisher: Routledge
Release Date : 2014-01-10
Real Business Cycle Models In Economics written by Warren Young and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-10 with Business & Economics categories.
The purpose of this book is to describe the intellectual process by which Real Business Cycle models were developed. The approach taken focuses on the core elements in the development of RBC models: (i) building blocks, (ii) catalysts, and (iii) meta-syntheses. This is done by detailed examination of all available unpublished variorum drafts of the key papers in the RBC story, so as to determine the origins of the ideas. The analysis of the process their discovery is then set out followed by explanations of the evolution and dissemination of the models, from first generation papers through full blown research programs. This is supplemented by interviews and correspondence with the individuals who were at the center of the development of RBC models, such as Kydland, Prescott, Long, Plosser, King, Lucas and Barro, among others. This book gets stright to the heart of the debates surrounding RBC models and as such contributes to a real assessment of their impact on modern macroeconomics. The volume, therefore, will interest all scholars looking at macroeconomics as well as historians of economic thought more generally.
Business Cycles And Financial Crises
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Author : A. W. Mullineux
language : en
Publisher: Bookboon
Release Date : 1990
Business Cycles And Financial Crises written by A. W. Mullineux and has been published by Bookboon this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Business cycles categories.
The Foundations Of Econometric Analysis
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Author : David F. Hendry
language : en
Publisher: Cambridge University Press
Release Date : 1997-02-20
The Foundations Of Econometric Analysis written by David F. Hendry and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-02-20 with Business & Economics categories.
Collection of classic papers by pioneer econometricians
Business Cycles
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Author : Victor Zarnowitz
language : en
Publisher: University of Chicago Press
Release Date : 1992-06-15
Business Cycles written by Victor Zarnowitz and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-06-15 with Business & Economics categories.
Victor Zarnowitz has long been a leader in the study of business cycles, growth, inflation, and forecasting. These papers represent a carefully integrated and up-to-date study of business cycles, reexamining some of his earlier research as well as addressing recent developments in the literature and in history. In part one, Zarnowitz reviews with characteristic insight various theories of the business cycle, including Keynesian and monetary theories as well as more recent rational expectations and real business cycle theories. In doing so, he examines how the business cycle may have changed as the size of government, the exercise of fiscal and monetary policies, the openness of the economy to international forces, and the industrial structure have evolved over time. Emphasizing important research from the 1980s, Zarnowitz discusses in part two various measures of the trends and cycles in economic activity, including output, prices, inventories, investment in residential and nonresidential structures, equipment, and other economic variables. Here the author explores the duration and severity of U.S. business cycles over more than 150 years, and evaluates the ability of macro models to simulate past behavior of the economy. In part three the performance of leading, coincident, and lagging indicators is described and assessed and evidence is presented on the value of their composite measures. Finally, part four offers an analysis of the degree of success of large commercial forecasting firms and of many individual economists in predicting the course of inflation, real growth, unemployment, interest rates, and other key economic variables. Business Cycles is a timely study, certain tobecome a basic reference for professional forecasters and economists in government, academia, and the business community.
The History Of Econometric Ideas
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Author : Mary S. Morgan
language : en
Publisher: Cambridge University Press
Release Date : 1990
The History Of Econometric Ideas written by Mary S. Morgan and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Business & Economics categories.
This book illustrates how economists first learnt to harness statistical methods to measure and test the 'laws' of economics.