Dynamic Econometrics For Empirical Macroeconomic Modelling
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A01=Ragnar Nymoen
Author_Ragnar Nymoen
Category=KCB
Category=KCH
Dynamic Econometrics
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Macroeconometric Modelling
Stati
Product details
- ISBN 9789811249471
- Publication Date: 22 Jul 2019
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Paperback
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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.
