Author : Nathan Balke
Publisher : Emerald Group Publishing
Page : 480 pages
File Size : 39,16 MB
Release : 2012-11-29
Category : Business & Economics
ISBN : 1781903069
This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy
Author : Lars Peter Hansen
Publisher : Princeton University Press
Page : 453 pages
File Size : 21,54 MB
Release : 2016-06-28
Category : Business & Economics
ISBN : 0691170975
The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted? Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics. Technical, rigorous, and self-contained, this book will be useful for macroeconomists who seek to improve the robustness of decision-making processes.
Author : Nathan Balke
Publisher : Emerald Group Publishing
Page : 480 pages
File Size : 42,30 MB
Release : 2012-11-29
Category : Business & Economics
ISBN : 1781903050
This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy
Author : John Eatwell
Publisher : Springer
Page : 296 pages
File Size : 31,39 MB
Release : 1990-02-23
Category : Business & Economics
ISBN : 1349205702
This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on econometrics.
Author : Frederick van Der Ploeg
Publisher : Academic Press
Page : 649 pages
File Size : 34,15 MB
Release : 2014-05-01
Category : Business & Economics
ISBN : 148327036X
Advanced Lectures in Quantitative Economics summarizes some of the efforts of a second-phase program for first-rate candidates with a Master's degree in economics who wish to continue with a doctoral degree in quantitative economics. This book is organized into three main topics—macroeconomics, microeconomics, and econometrics. This text specifically discusses the Neo-Keynesian macroeconomics in an open economy, international coordination of monetary policies under alternative exchange-rate regimes, and prospects for global trade imbalances. The post-war developments in labor economics, introduction to overlapping generation models, and measurement of expectations and direct tests of the REH are also elaborated. This monograph likewise covers the dynamic econometric modeling of decisions under uncertainty and fundamental bordered matrix of linear estimation. This publication is a good reference for students and specialists interested in quantitative economics.
Author : Michael Bleaney
Publisher : Routledge
Page : 563 pages
File Size : 35,28 MB
Release : 1996-07-04
Category : Business & Economics
ISBN : 1134761503
This work provides a valuable review of the most important developments in economic theory and application over the last decade. Comprising twenty-seven specially commissioned overviews, the volume presents a comprehensive and student-friendly guide to contemporary economics. Previously published by Routledge as part of the Companion to Contemporary Economic Thought, these essays are made available here for the first time in a concise paperback edition. A Guide to Modern Economics will be a valuable guide to all those who wish to familiarize themselves with the most recent developments in the discipline.
Author : Laurence Broze
Publisher : Psychology Press
Page : 144 pages
File Size : 19,63 MB
Release : 2001
Category : Business & Economics
ISBN : 9780415269261
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
Author : Michael Bleaney
Publisher : Routledge
Page : 871 pages
File Size : 17,72 MB
Release : 1992-01-09
Category : Business & Economics
ISBN : 113497339X
* 41 in-depth essays cover current economic theory and applied economics in a single, comprehensive volume * Interfaces section considers economics as it relates to other disciplines * Extensive notes, bibliographies and suggestions for further reading; detailed index of Topics and People `A treasure-house of stimulating argument and vast amounts of, mostly, well marshalled information. The market for general survey volumes, while already crowded, should surely find room for this offering.' - The World Economy `The work under review scores very high marks.' - The Economic Journal `The chapters are written by people who are excellently qualified and frequently well-known in their field ... The book's strengths lie in the range of contributors, the very high quality of most of the contributors and its emphasis on applied economics. For these reasons alone it is an important book, which will be invaluable both to students and to economists wishing to learn about developments in other branches of their discipline.' - Economica
Author : M. Hashem Pesaran
Publisher : Wiley-Blackwell
Page : 325 pages
File Size : 50,36 MB
Release : 1989
Category : Business & Economics
ISBN : 9780631168850
Author : Truman F. Bewley
Publisher : Cambridge University Press
Page : 332 pages
File Size : 40,74 MB
Release : 1994-06-24
Category : Business & Economics
ISBN : 9780521467261
With its focus on econometrics, this volume contains key papers delivered at the Fifth World Congress in 1985.
