Global And National Macroeconometric Modelling
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Global And National Macroeconometric Modelling
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Author : Anthony Garratt
language : en
Publisher: Oxford University Press (UK)
Release Date : 2012-03-15
Global And National Macroeconometric Modelling written by Anthony Garratt and has been published by Oxford University Press (UK) this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-15 with Business & Economics categories.
Providing a description of the state of modelling in global and national economies, this title introduces an approach to modelling that can readily be adopted for use in understanding how economies work and in generating forecasts for decision-makers and policy-makers alike.
Macroeconomic Modelling In A Changing World
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Author : Christopher Allen
language : en
Publisher:
Release Date : 1997-02-12
Macroeconomic Modelling In A Changing World written by Christopher Allen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-02-12 with Business & Economics categories.
Macroeconomic Modelling in a Changing World Towards a Common Approach Edited by Chris Allen and Stephen Hall Practical economic model building has changed enormously over the last twenty years. Econometrics has become much more sophisticated with the introduction of cointegration and non-stationary time series analysis. The use of economic theory in the form of complex non-linear cross equation restrictions is now much more widespread and the explicit modelling of expectations and credibility effects is more satisfactory. This has meant that the old style macroeconomic models which were complex by virtue of their size alone have been replaced by a generation of new models which embody complex theory and estimation to provide more superior forecasting and policy tools. Macroeconomic Modelling in a Changing World outlines the modelling approach which has been adopted at the Centre for Economic Forecasting at the London Business School, one of the world’s leading research institutes into macroeconomic modelling, in building its own models. Using explicit examples and illustrations, the authors examine the latest state-of-the-art models, and answer questions such as: How are modern econometrics used by model builders? How should we deal with structural change? How should expectations be modelled? How are models used in practice? Economics
Macroeconometric Models
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Author : Władysław Welfe
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-02-15
Macroeconometric Models written by Władysław Welfe 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 2013-02-15 with Business & Economics categories.
This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeconometric model building, starting with Jan Tinbergen's and Lawrence R. Klein's contributions. It is unique in summarizing the development and specific structure of macroeconometric models built in North America, Europe, and various other parts of the world. The work thus offers an extensive source for researchers in the field. The second part of the book covers the systematic characteristics of macroeconometric models. It includes the household and enterprise sectors, disequilibria, financial flows, and money market sectors.
A History Of Macroeconometric Model Building
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Author : Ronald G. Bodkin
language : en
Publisher: Aldershot, Hants, England : E. Elgar
Release Date : 1991
A History Of Macroeconometric Model Building written by Ronald G. Bodkin and has been published by Aldershot, Hants, England : E. Elgar this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
This major book presents, for the first time, an authoritative history of developments in macroeconometric modelling since the 1930s. It focuses in particular on the construction of mathematico-statistical models of entire economies, estimated from national accounts and other macroeconomic data. International and comparative in scope, the book contains chapters prepared by specialists from the different countries concerned. This landmark book is indispensable to an understanding of the history and development of large scale econometric models of modern economies.
Time Series Analysis And Macroeconometric Modelling
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Author : Kenneth Frank Wallis
language : en
Publisher: Edward Elgar Publishing
Release Date : 1995-01-01
Time Series Analysis And Macroeconometric Modelling written by Kenneth Frank Wallis and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-01-01 with Business & Economics categories.
'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.
The Econometrics Of Macroeconomic Modelling
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Author : Gunnar Bårdsen
language : en
Publisher: OUP Oxford
Release Date : 2005-04-14
The Econometrics Of Macroeconomic Modelling written by Gunnar Bårdsen and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-04-14 with Business & Economics categories.
Macroeconometric models, in many ways the flagships of the economist's profession in the 1960s, came under increasing attack from both theoretical economist and practitioners in the late 1970s. Critics referred to their lack of microeconomic theoretical foundations, ad hoc models of expectations, lack of identification, neglect of dynamics and non-stationarity, and poor forecasting properties. By the start of the 1990s, the status of macroeconometric models had declined markedly, and had fallen completely out of, and with, academic economics. Nevertheless, unlike the dinosaurs to which they often have been likened, macroeconometric models have never completely disappeared from the scene. This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changing demands, in response, for instance, to new policy regimes like inflation targeting. Model builders have adopted new insights from economic theory and taken advantage of the methodological and conceptual advances within time series econometrics over the last twenty years. The modelling of wages and prices takes a central part in the book as the authors interpret and evaluate the last forty years of international research experience in the light of the Norwegian 'main course' model of inflation in a small open economy. The preferred model is a dynamic model of incomplete competition, which is evaluated against alternatives as diverse as the Phillips curve, Nickell-Layard wage curves, the New Keynesian Phillips curve, and monetary inflation models on data from the Euro area, the UK, and Norway. The wage price core model is built into a small econometric model for Norway to analyse the transmission mechanism and to evaluate monetary policy rules. The final chapter explores the main sources of forecast failure likely to occur in a practical modelling situation, using the large-scale nodel RIMINI and the inflation models of earlier chapters as case studies.
Spillovers To And From The Nordic Economies
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Author : Francis Vitek
language : en
Publisher: International Monetary Fund
Release Date : 2013-11-05
Spillovers To And From The Nordic Economies written by Francis Vitek and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-05 with Business & Economics categories.
This paper analyzes the transmission of shocks and policies among and across the Nordic economies and the rest of the world. This spillover analysis is based on a pair of estimated structural macroeconometric models of the world economy, disaggregated into thirty five national economies. We find that the Nordic economies are heavily exposed to external macroeconomic and financial shocks, but have significant scope to mitigate their domestic macroeconomic impacts through coordinated policy responses, given their high degree of regional integration.
Monetary Policy Analysis And Forecasting In The World Economy
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Author : Francis Vitek
language : en
Publisher: International Monetary Fund
Release Date : 2009-10-01
Monetary Policy Analysis And Forecasting In The World Economy written by Francis Vitek and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-01 with Business & Economics categories.
This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and across economies. A variety of monetary policy analysis and forecasting applications of the estimated model are demonstrated, based on a novel Bayesian framework for conditioning on judgment.
Policy Analysis And Forecasting In The World Economy
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Author : Francis Vitek
language : en
Publisher: International Monetary Fund
Release Date : 2012-06-01
Policy Analysis And Forecasting In The World Economy written by Francis Vitek and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-06-01 with Business & Economics categories.
This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
The Econometrics Of Macroeconomic Modelling
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Author : Gunnar Bårdsen
language : en
Publisher: Oxford University Press on Demand
Release Date : 2005
The Econometrics Of Macroeconomic Modelling written by Gunnar Bårdsen and has been published by Oxford University Press on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
This work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodological and conceptual advances within time series econometrics.