Testing Macroeconometric Models
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Testing Macroeconometric Models
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Author : Ray C. Fair
language : en
Publisher: Harvard University Press
Release Date : 1994
Testing Macroeconometric Models written by Ray C. Fair and has been published by Harvard University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
In this book Ray Fair expounds powerful techniques for estimating and analyzing macroeconometric models. He takes advantage of the remarkable decrease in computational costs that has occurred since the early 1980s by implementing such sophisticated techniques as stochastic simulation. Testing Macroeconometric Models also incorporates the assumption of rational expectations in the estimation, solution, and testing of the models. And it presents the latest versions of Fair's models of the economies of the United States and other countries. After estimating and testing the U.S. model, Fair analyzes its properties, including those relevant to economic policymakers: the optimal monetary policy instrument, the effect of a government spending reduction on the government deficit, whether monetary policy is becoming less effective over time, and the sensitivity of policy effects to the assumption of rational expectations. Ray Fair has conducted research on structural macroeconometric models for more than twenty years. With interest increasing in the area, this book will be an essential reference for macroeconomists.
Testing Macroeconomic Models
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Author : Ray C. Fair
language : en
Publisher:
Release Date : 1993
Testing Macroeconomic Models written by Ray C. Fair and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Macroeconomics categories.
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.
Testing The Rational Expectations Hypothesis In Macroeconometric Models With Unobserved Variables
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Author : Les T. Oxley
language : es
Publisher:
Release Date : 1992
Testing The Rational Expectations Hypothesis In Macroeconometric Models With Unobserved Variables written by Les T. Oxley and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.
Time Series Analysis And Macroeconometric Modelling
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Author : Kenneth Frank Wallis
language : en
Publisher: Edward Elgar Publishing
Release Date : 1995
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 with Biography & Autobiography categories.
A collection of 28 essays by Wallis (econometrics, U. of Warwick, UK), published from 1966 to 1991, on the statistical analysis of economic time series, large-scale macroeconometric modeling, and the interface between them. The articles are organized in four parts: time-series econometrics; modeling seasonality; forecasting in theory and practice; and macroeconometric modeling. The introduction by Wallis provides the background to the papers and comments on subsequent developments. Indexed by name only. Distributed by Ashgate. Annotation copyright by Book News, Inc., Portland, OR
Testing The Rational Expectations Hypothesis In Macro Econometric Models With Unobserved Variables
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Author : Leslie T. Oxley
language : en
Publisher:
Release Date : 1993
Testing The Rational Expectations Hypothesis In Macro Econometric Models With Unobserved Variables written by Leslie T. Oxley and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Economics categories.
Testing The Rational Expectations Hypothesis In Macroeconomic Models
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Author : Ray C. Fair
language : en
Publisher:
Release Date : 1993
Testing The Rational Expectations Hypothesis In Macroeconomic Models written by Ray C. Fair and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Macroeconomics categories.
Model Building In Economics
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Author : Lawrence A. Boland
language : en
Publisher: Cambridge University Press
Release Date : 2014
Model Building In Economics written by Lawrence A. Boland 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 2014 with Econometric models categories.
Concern about the role and the limits of modeling has heightened after repeated questions were raised regarding the dependability and suitability of the models that were used in the run-up to the 2008 financial crash. In this book, Lawrence Boland provides an overview of the practices of and the problems faced by model builders to explain the nature of models, the modeling process, and the possibility for and nature of their testing. In a reflective manner, the author raises serious questions about the assumptions and judgments that model builders make in constructing models. In making his case, he examines the traditional microeconomics-macroeconomics separation with regard to how theoretical models are built and used and how they interact, paying particular attention to the use of equilibrium concepts in macroeconomic models and game theory and to the challenges involved in building empirical models, testing models, and using models to test theoretical explanations.
Testing Macroeconomic Models By Indirect Inference On Unfiltered Data
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Author : David Meenagh
language : en
Publisher:
Release Date : 2012
Testing Macroeconomic Models By Indirect Inference On Unfiltered Data written by David Meenagh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Econometric models categories.
Specification Estimation And Analysis Of Macroeconometric Models
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Author : Ray C. Fair
language : en
Publisher: Harvard University Press
Release Date : 1984
Specification Estimation And Analysis Of Macroeconometric Models written by Ray C. Fair and has been published by Harvard University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Business & Economics categories.
This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.