A History Of Macroeconometric Model Building
Download A History Of Macroeconometric Model Building full books in PDF, epub, and Kindle. Read online free A History Of Macroeconometric Model Building ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
A History of Macroeconometric Model building
Author | : Ronald G. Bodkin,Lawrence Robert Klein,Kanta Marwah |
Publsiher | : Aldershot, Hants, England : E. Elgar |
Total Pages | : 600 |
Release | : 1991 |
Genre | : Business & Economics |
ISBN | : STANFORD:36105034793674 |
Download A History of Macroeconometric Model building Book in PDF, Epub and Kindle
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
Author | : Władysław Welfe |
Publsiher | : Springer Science & Business Media |
Total Pages | : 435 |
Release | : 2013-02-15 |
Genre | : Business & Economics |
ISBN | : 9783642344688 |
Download Macroeconometric Models Book in PDF, Epub and Kindle
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.
Model Building in Economics
Author | : Lawrence A. Boland |
Publsiher | : Cambridge University Press |
Total Pages | : 297 |
Release | : 2014 |
Genre | : Econometric models |
ISBN | : 9781107032941 |
Download Model Building in Economics Book in PDF, Epub and Kindle
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.
A History of Macroeconometric Model building
Author | : Ronald G. Bodkin,Lawrence Robert Klein,Kanta Marwah |
Publsiher | : Aldershot, Hants, England : E. Elgar |
Total Pages | : 600 |
Release | : 1991 |
Genre | : Business & Economics |
ISBN | : STANFORD:36105034793682 |
Download A History of Macroeconometric Model building Book in PDF, Epub and Kindle
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.
Theory Measurement and Policy
Author | : V. Pandit |
Publsiher | : Academic Foundation |
Total Pages | : 426 |
Release | : 2008 |
Genre | : Business & Economics |
ISBN | : 8171886825 |
Download Theory Measurement and Policy Book in PDF, Epub and Kindle
Presidential addresses delivered at the annual conferences of TIES.
Macroeconomic Modelling in a Changing World
Author | : Christopher Allen,Chris Allen,Stephen Hall |
Publsiher | : Unknown |
Total Pages | : 362 |
Release | : 1997-02-12 |
Genre | : Business & Economics |
ISBN | : UOM:39015040648134 |
Download Macroeconomic Modelling in a Changing World Book in PDF, Epub and Kindle
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
A Macroeconometric Model for Saudi Arabia
Author | : Fakhri J. Hasanov,Frederick L. Joutz,Jeyhun I. Mikayilov,Muhammad Javid |
Publsiher | : Springer Nature |
Total Pages | : 176 |
Release | : 2023-01-01 |
Genre | : Business & Economics |
ISBN | : 9783031122750 |
Download A Macroeconometric Model for Saudi Arabia Book in PDF, Epub and Kindle
This Open Access Brief presents the KAPSARC Global Energy Macroeconometric Model (KGEMM). KGEMM is a policy analysis tool for examining the impacts of domestic policy measures and global economic and energy shocks on the Kingdom of Saudi Arabia. The model has eight blocks (real sector, fiscal, monetary, external sector, price, labor and wages, energy, population, and age cohorts) that interact with each other to represent the Kingdom’s macroeconomy and energy linkages. It captures New Keynesian demand-side features anchored to medium-run equilibrium and long-run aggregate supply. It applies a cointegration and equilibrium correction modeling (ECM) methodology to time series data to estimate the model’s behavioral equations in the framework of Autometrics, a general-to-specific econometric modeling strategy. Hence, the model combines ‘theory-driven’ approach with ‘data-driven’ approach. The Brief begins with an introduction to the theoretical framework of the model and the KGEMM methodology and then walks the reader through the structure of the model and its behavioral equations. The book closes with simulations showing the application of the model. Providing a detailed introduction to a cutting-edge, robust predictive model, this Brief will be of great use to researchers and policymakers interested in macroeconomics, energy economics, econometrics, and more specifically, the economy of Saudi Arabia.
Global and National Macroeconometric Modelling
Author | : Anthony Garratt,Kevin Lee,M. Hashem Pesaran |
Publsiher | : Oxford University Press (UK) |
Total Pages | : 402 |
Release | : 2012-03-15 |
Genre | : Business & Economics |
ISBN | : 9780199650460 |
Download Global and National Macroeconometric Modelling Book in PDF, Epub and Kindle
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.