The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction.
This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions. The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund.
Автор: Charles G. Renfro Название: The Practice of Econometric Theory ISBN: 3642242510 ISBN-13(EAN): 9783642242519 Издательство: Springer Рейтинг: Цена: 26552.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offering a complete overview of all econometric software packages available worldwide, this book describes the history of econometric computation from 1950. It is based on an interactive survey of the econometricians who have developed the software.
Автор: Giovanni Cerulli Название: Econometric Evaluation of Socio-Economic Programs ISBN: 3662526018 ISBN-13(EAN): 9783662526019 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences.
Автор: Shinichi Ichimura; Mitsuo Ezaki Название: Econometric Models of Asian Link ISBN: 4431700072 ISBN-13(EAN): 9784431700074 Издательство: Springer Рейтинг: Цена: 11173.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is the first outcome of our effort in ASIAN LINK PROJECT to construct the econometric models of Asian developing countries and analyze their inter-dependence with major trading partners, the United States and Japan.
Автор: Bernhard Schipp; Walter Kr?mer Название: Statistical Inference, Econometric Analysis and Matrix Algebra ISBN: 3790825778 ISBN-13(EAN): 9783790825770 Издательство: Springer Рейтинг: Цена: 25853.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A collection of essays that extends the frontiers of knowledge in econometrics as well as classical fields of statistical inference. It presents advances in stochastic processes, in the design of experiments and in the analysis of variance. It provides insights into advanced approaches in quantitative methods.
Автор: Patuelli Название: Spatial Econometric Interaction Modelling ISBN: 3319301942 ISBN-13(EAN): 9783319301945 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This contributed volume applies spatial and space-time econometric methods to spatial interaction modeling. The first part of the book addresses general cutting-edge methodological questions in spatial econometric interaction modeling, which concern aspects such as coefficient interpretation, constrained estimation, and scale effects. The second part deals with technical solutions to particular estimation issues, such as intraregional flows, Bayesian PPML and VAR estimation. The final part presents a number of empirical applications, ranging from interregional tourism competition and domestic trade to space-time migration modeling and residential relocation.
Автор: Shum Matthew Название: Econometric Models For Industrial Organization ISBN: 9813109653 ISBN-13(EAN): 9789813109650 Издательство: World Scientific Publishing Рейтинг: Цена: 11563.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.
Автор: John J. Heim Название: An Econometric Model of the US Economy ISBN: 3319506803 ISBN-13(EAN): 9783319506807 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explores the US economy from 1960 to 2010 using a more Keynsian, Cowles model approach, which the author argues has substantial advantages over the vector autoregression (VAR) and dynamic stochastic general equilibrium (DSGE) models used almost exclusively today.
Автор: J. Gruber Название: Econometric Decision Models ISBN: 3540115544 ISBN-13(EAN): 9783540115540 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: I.B. MacNeill; G. Umphrey Название: Time Series and Econometric Modelling ISBN: 9027723958 ISBN-13(EAN): 9789027723956 Издательство: Springer Рейтинг: Цена: 29768.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro- fessor V.
Автор: Benedikt M. P?tscher; Ingmar R. Prucha Название: Dynamic Nonlinear Econometric Models ISBN: 3642083099 ISBN-13(EAN): 9783642083099 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In two articles in Econometric Reviews, i.e., Poetscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade.
Автор: Seo, Niggol Название: Micro-behavioral Econometric Methods ISBN: 0128041366 ISBN-13(EAN): 9780128041369 Издательство: Elsevier Science Рейтинг: Цена: 8757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Microbehavioral Econometric Methods and Environmental Studies uses microeconometric methods to model the behavior of individuals, then demonstrates the modelling approaches in addressing policy needs. It links theory and methods with applications, and it incorporates data to connect individual choices and global environmental issues. This extension of traditional environmental economics presents modeling strategies and methodological techniques, then applies them to hands-on examples.Throughout the book, readers can access chapter summaries, problem sets, multiple household survey data with regard to agricultural and natural resources in Sub-Saharan Africa, South America, and India, and empirical results and solutions from the SAS software.
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