Empirical Modeling In Economics
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Empirical Modeling in Economics
Author | : Clive W. J. Granger |
Publsiher | : Cambridge University Press |
Total Pages | : 116 |
Release | : 1999-09-30 |
Genre | : Business & Economics |
ISBN | : 0521778255 |
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Lucid account of the process of constructing and evaluating an empirical model.
Empirical Modeling in Economics
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Author | : C. W. J. Granger |
Publsiher | : Unknown |
Total Pages | : 0 |
Release | : 1999 |
Genre | : Econometrics |
ISBN | : OCLC:754872405 |
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Empirical Modeling in Economics
![Empirical Modeling in Economics](https://youbookinc.com/wp-content/themes/schema-lite/cover.jpg)
Author | : Clive William John Granger |
Publsiher | : Unknown |
Total Pages | : 99 |
Release | : 1999 |
Genre | : Econometrics |
ISBN | : OCLC:754872405 |
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Handbook of Empirical Economics and Finance
Author | : Aman Ullah,David E. A. Giles |
Publsiher | : CRC Press |
Total Pages | : 532 |
Release | : 2016-04-19 |
Genre | : Mathematics |
ISBN | : 1420070363 |
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Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
Model Building in Economics
Author | : Lawrence A. Boland |
Publsiher | : Cambridge University Press |
Total Pages | : 297 |
Release | : 2014 |
Genre | : Econometric models |
ISBN | : 9781107032941 |
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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.
Empirical Models and Policy Making
Author | : Mary Morgan,Frank den Butter |
Publsiher | : Routledge |
Total Pages | : 337 |
Release | : 2003-09-02 |
Genre | : Business & Economics |
ISBN | : 9781134573134 |
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This collection, written by highly-placed practitioners and academic economists, provides a picture of how economic modellers and policy makers interact. The book provides international case studies of particular interactions between models and policy making, and argues that the flow of information is two-way.
Dynamic Econometrics For Empirical Macroeconomic Modelling
Author | : Ragnar Nymoen |
Publsiher | : World Scientific |
Total Pages | : 586 |
Release | : 2019-07-09 |
Genre | : Business & Economics |
ISBN | : 9789811207532 |
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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.
Empirical Modeling of Exchange Rate Dynamics
Author | : Francis X. Diebold |
Publsiher | : Springer Science & Business Media |
Total Pages | : 153 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 9783642456411 |
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Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a "naive" random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of seven major dollar exchange rates using nonstructural time-series methods. The Meese-Rogoff finding does not mean that exchange rates evolve as random walks; rather it simply means that the random walk is a better stochastic approximation than any of their other candidate models. In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation). This result is consistent with efficient asset markets, and provides an explanation for the Meese-Rogoff results. Far more subtle forces are at work, however, which lead to interesting econometric problems and have implications for the measurement of exchange rate volatility and moment structure. It is shown that all exchange rates display substantial conditional heteroskedasticity. A particularly reasonable parameterization of this conditional heteroskedasticity, which captures the observed clustering of prediction error variances, is developed in Chapter 2.