Macro Econometric Models
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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.
Macroeconometric Models For Portfolio Management
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Author : Jeremy Kwok
language : en
Publisher: Vernon Press
Release Date : 2021-09-07
Macroeconometric Models For Portfolio Management written by Jeremy Kwok and has been published by Vernon Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-07 with Business & Economics categories.
‘Macroeconometric Models for Portfolio Management’ begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated. It is followed by a discussion on the theoretical backgrounds of both small and global large macroeconometric models, including data selection, estimation, and applications. Other practical concerns essential to managing a portfolio with decisions driven by macro models are also covered: model validation, forecast combination, and evaluation. The author then focuses on applying these models and their results on managing the portfolio, including making trading rules and asset allocation across different assets and risk management. The book finishes by showing portfolio examples where different investment strategies are used and illustrate how the framework can be applied from the beginning of collecting data, model estimation, and generating forecasts to how to manage portfolios accordingly. This book aims to bridge the gap between academia and practising professionals. Readers will attain a rigorous understanding of the theory and how to apply these models to their portfolios. Therefore, ‘Macroeconometric Models for Portfolio Management’ will be of interest to academics and scholars working in macroeconomics and finance; to industry professionals working in financial economics and asset management; to asset managers and investors who prefer systematic investing over discretionary investing; and to investors who have a strong interest in macroeconomic influences on their portfolio.
Macro Econometric Models
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Author : Götz Uebe
language : en
Publisher:
Release Date : 1992
Macro Econometric Models written by Götz Uebe and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.
This is the second edition, essentially a completely newly written state of the art introduction into the field of macro-econometric models. Its first focus is to present the different specifications and strands of ideas of macro-econometric models, its empirical and analytical uses in economic policy, economic theory, economic history and empirical applications. It documents the intellectual achievements and performance of applied macroeconomic models in general, theoretically and by typical and representative illustrations, leading the reader to the frontiers of present research. Secondly, the book is an introductory text into the bibliography of macro models, which is the background of the monograph. Recalling the field of macro-econometric models, there are additional appendices, e.g. explaining the keywords which cover this territory of economic knowledge, and documenting the huge use of such models. A multilingual cross-reference dictionary (German, English, French, Spanish, Italian) concludes the book.
The Econometrics Of Macroeconomic Modelling
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Author : Gunnar Bårdsen
language : en
Publisher: Oxford University Press, USA
Release Date : 2005
The Econometrics Of Macroeconomic Modelling written by Gunnar Bårdsen and has been published by Oxford University Press, USA 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.
Evaluating The Reliability Of Macro Economic Models
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Author : Gregory C. Chow
language : en
Publisher: John Wiley & Sons
Release Date : 1982
Evaluating The Reliability Of Macro Economic Models written by Gregory C. Chow and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Business & Economics categories.
Macro Econometric Models
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Author : Maria-Carmen Guisan
language : en
Publisher: ICFAI Books
Release Date : 2005
Macro Econometric Models written by Maria-Carmen Guisan and has been published by ICFAI Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Macroeconomics categories.
Maria-Carmen Guisan, professor of Econometrics, University of Santiago de Compostela, Spain sets out in the footsteps of economists like Nobel Prize Laureate L R Klein, who pioneered macro-econometric modeling. Included are articles of eminent experts wh
Dynamic Econometrics For Empirical Macroeconomic Modelling
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Author : Ragnar Nymoen
language : en
Publisher: World Scientific
Release Date : 2019-07-09
Dynamic Econometrics For Empirical Macroeconomic Modelling written by Ragnar Nymoen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-09 with Business & Economics categories.
For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.Supplementary materials and notes are available on the publisher's website.
A Disequilibrium Macroeconometric Model For The Indian Economy
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Author : Kaliappa Kalirajan
language : en
Publisher: Ashgate Publishing, Ltd.
Release Date : 2003
A Disequilibrium Macroeconometric Model For The Indian Economy written by Kaliappa Kalirajan and has been published by Ashgate Publishing, Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
This book presents a new approach to incorporating regional details on production in a disequilibrium macroeconometric model. The early studies on disequilibrium dealt with either partial-adjustment models or models involving excess demand or supplies in markets. This study delves further, by considering a different type of disequilibrium model - one in which econometric analysis makes use of the varying coefficients stochastic production frontier approach, which permits estimation and analysis of production efficiencies of individual producers. The diverse regional agricultural production conditions in India provide an appropriate basis for application of the methodology developed in this study by providing a perspective on regional implications of selected policy measures impacting on agriculture, either directly or indirectly.
Macroeconomic Forecasting In The Era Of Big Data
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Author : Peter Fuleky
language : en
Publisher: Springer Nature
Release Date : 2019-11-28
Macroeconomic Forecasting In The Era Of Big Data written by Peter Fuleky and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-28 with Business & Economics categories.
This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.
Structural Macroeconometrics
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Author : David N. DeJong
language : en
Publisher: Princeton University Press
Release Date : 2011-10-23
Structural Macroeconometrics written by David N. DeJong 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 2011-10-23 with Business & Economics categories.
Provides an overview and exploration of methodologies, models, and techniques used to analyze forces shaping national economies. This title presents a range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian.