Dynamic Econometrics for Empirical Macroeconomic Modelling, Ragnar Nymoen
Автор: Angrist, J.d. Pischke, Jorn-steffen Название: Mostly harmless econometrics ISBN: 0691120358 ISBN-13(EAN): 9780691120355 Издательство: Wiley Рейтинг: Цена: 7128.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.
Автор: Wooldridge, Jeffrey Название: Introductory econometrics 7th edition ISBN: 1337558869 ISBN-13(EAN): 9781337558860 Издательство: Cengage Learning Рейтинг: Цена: 16828.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Gain an understanding of how econometrics can answer today's questions in business, policy evaluation and forecasting with Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 7E. Unlike traditional texts, this book's practical, yet professional, approach demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions across a variety of disciplines. The author has organized the book's presentation around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed.
This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, the text incorporates more than 100 data sets in different formats. Updates introduce the latest developments in the field, including the recent advances in the so-called "causal effects" or "treatment effects," to provide a complete understanding of the impact and importance of econometrics today.
Автор: Ragnar Nymoen Название: Dynamic Econometrics for Empirical Macroeconomic Modelling ISBN: 9811207518 ISBN-13(EAN): 9789811207518 Издательство: World Scientific Publishing Рейтинг: Цена: 22968.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
For Masters and PhD students in Economics
A concise presentation on the mathematics of difference equations and how it is used in dynamic econometric modelling
Methods for non-stationary and co-integrated variables
Structured chapters on automatic methods for variable selection and forecasting with empirical macroeconometric models
Complete with end-of-chapter exercises and solutions
In 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.
Описание: Clearly, a deeper understanding of the inner workings of emerging economies, particularly with respect to their socioeconomic structure and the urbanization process, is needed.The book`s extends the NCM/DSGE model to better account for significant economic and social features in emerging market economies.
Автор: Hallin M., Lippi M., Barigozzi M., Forni M., Zaffaroni P. Название: Time Series in High Dimensions: The General Dynamic Factor Model ISBN: 9813278005 ISBN-13(EAN): 9789813278004 Издательство: World Scientific Publishing Рейтинг: Цена: 33264.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks, volatility analysis, and applications to macroeconomic and financial data.
Описание: Philipp Mohl evaluates the macroeconomic effects of EU Cohesion Policy with the help of empirical methods. Moreover, the employment effects of EU Cohesion Policy seem to be conditional on the educational attainment, i.e., in particular regions with a high share of high-skilled population tend to benefit from EU funds.
Автор: Simon Kuipers; Steven Brakman; Hans Van Ees Название: Market Behaviour and Macroeconomic Modelling ISBN: 0333718364 ISBN-13(EAN): 9780333718360 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors analyse developments in the modelling approach to market behaviour in macroeconomic modelling and deal with the implications of market imperfections in commodity markets, capital markets and labour markets for macroeconomic modelling and stabilization policy.
Автор: Andrew J. Hughes Hallett; Peter McAdam Название: Analyses in Macroeconomic Modelling ISBN: 1461373786 ISBN-13(EAN): 9781461373780 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Macroeconomic Modelling has undergone radical changes in the last few years. We include specific sections on (I) Solving Large Macroeconomic Models, (II) Rational Expectations and Learning Approaches, (III) Macro Dynamics, and (IV) Long Run and Closures.
Автор: Masson Paul R Название: Macroeconomic Modelling And Monetary And Exchange Rate Regimes ISBN: 9811200955 ISBN-13(EAN): 9789811200953 Издательство: World Scientific Publishing Рейтинг: Цена: 22176.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents articles that focus on the inter-related issues of choice of exchange rate and monetary policy regimes, and others that use a global macroeconomic model developed by the author and collaborators to quantify the effects of the 'baby boom' on global imbalances, costs of disinflation, and the effects of German unification. The book presents new analysis of the euro-zone experience and its applicability to other monetary unions, as well as a discussion of the prerequisites for successful inflation targeting. It is grounded in real-world data, readily accessible to non-specialists, and addresses important economic policy issues.
Автор: Lee, Myoung-jae Название: Micro-Econometrics for Policy, Program and Treatment Effects ISBN: 0199267693 ISBN-13(EAN): 9780199267699 Издательство: Oxford Academ Рейтинг: Цена: 7681.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the `effects` of a `treatment`, such as a drug, educational programme, or tax regime, on a response variable like an illness, GPA, or income. The book focuses on non-experimental, microeconometric estimation.
Автор: Andrew J. Hughes Hallett; Peter McAdam Название: Analyses in Macroeconomic Modelling ISBN: 0792385985 ISBN-13(EAN): 9780792385981 Издательство: Springer Рейтинг: Цена: 30606.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Macroeconomic Modelling has undergone radical changes. This volume focuses on those areas which have undergone the most significant and imaginative developments. It includes specific sections on Solving Large Macroeconomic Models, Rational Expectations and Learning Approaches, Macro Dynamics, and Long Run and Closures.
Автор: Benedetti Fasil Cristiana, Sanchez-Martinez Miguel, Akcigit Ufuk Название: Macroeconomic Modelling of R&d and Innovation Policies ISBN: 303071456X ISBN-13(EAN): 9783030714567 Издательство: Springer Рейтинг: Цена: 5589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This open access book encompasses a collection of in-depth analyses showcasing the challenges and ways forward for macroeconomic modelling of R&D and innovation policies.
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