Macroeconometric Methods, Dua

Автор: Dave, Chetan; DeJong, David N.
Название: Structural Macroeconometrics
ISBN: 069115287X ISBN-13(EAN): 9780691152875
Издательство: Wiley
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Цена: 11880.00 р.
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Описание: Provides an overview and exploration of methodologies, models, and techniques used to analyze forces shaping national economies. This title presents a range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian.

Автор: Alan A. Powell; Christopher W. Murphy
Название: Inside a Modern Macroeconometric Model
ISBN: 3540631461 ISBN-13(EAN): 9783540631460
Издательство: Springer
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Цена: 29209.00 р.
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Описание: As Ken Wallis (1993) has pOinted out, all macroeconomic forecasters and policy analysts use economic models. International economic agencies such as the IMF and OECD, and most treasuries and central banks in western countries, use macroeconometric models in their forecasting and policy analysis.

Автор: Hasanov
Название: A Macroeconometric Model for Saudi Arabia
ISBN: 3031122747 ISBN-13(EAN): 9783031122743
Издательство: Springer
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Цена: 4191.00 р.
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Описание: 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.

Автор: Alan A. Powell; Christopher W. Murphy
Название: Inside a Modern Macroeconometric Model
ISBN: 3642638368 ISBN-13(EAN): 9783642638367
Издательство: Springer
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Цена: 20962.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: As Ken Wallis (1993) has pOinted out, all macroeconomic forecasters and policy analysts use economic models. International economic agencies such as the IMF and OECD, and most treasuries and central banks in western countries, use macroeconometric models in their forecasting and policy analysis.

Автор: Jeremy Kwok, Kwok
Название: Macroeconometric models for portfolio management
ISBN: 1622738845 ISBN-13(EAN): 9781622738847
Издательство: Неизвестно
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Цена: 10116.00 р.
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Описание:

'Macroeconometric Models for Portfolio Management' begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated. It is followed by a discussion on the theoretical backgrounds of both small and global large macroeconometric models, including data selection, estimation, and applications. Other practical concerns essential to managing a portfolio with decisions driven by macro models are also covered: model validation, forecast combination, and evaluation. The author then focuses on applying these models and their results on managing the portfolio, including making trading rules and asset allocation across different assets and risk management. The book finishes by showing portfolio examples where different investment strategies are used and illustrate how the framework can be applied from the beginning of collecting data, model estimation, and generating forecasts to how to manage portfolios accordingly.

This book aims to bridge the gap between academia and practising professionals. Readers will attain a rigorous understanding of the theory and how to apply these models to their portfolios. Therefore, 'Macroeconometric Models for Portfolio Management' will be of interest to academics and scholars working in macroeconomics and finance; to industry professionals working in financial economics and asset management; to asset managers and investors who prefer systematic investing over discretionary investing; and to investors who have a strong interest in macroeconomic influences on their portfolio.

Автор: Kevin D. Hoover
Название: Macroeconometrics
ISBN: 9401042934 ISBN-13(EAN): 9789401042932
Издательство: Springer
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Цена: 27950.00 р.
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Описание: Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics.

Автор: Kevin D. Hoover
Название: Macroeconometrics
ISBN: 0792395891 ISBN-13(EAN): 9780792395898
Издательство: Springer
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Цена: 44582.00 р.
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Описание: Provides information and perspectives for those who wish to apply econometrics in macroeconomics. This title reveals the real tensions in macroeconometrics by the critical comments from different econometricians, having an alternative perspective.

Автор: Dave Chetan and DeJong David
Название: Structural Macroeconometrics
ISBN: 0691126488 ISBN-13(EAN): 9780691126487
Издательство: Princeton UP
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Цена: 4815.00 р.
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Описание: Methodologies for analyzing the forces that move and shape national economies have advanced markedly, enabling economists to unite theoretical and empirical research and align measurement with theory. This work provides an overview and treatment analysts need to apply these theoretical models and empirical techniques.

Автор: Giorgio Pauletto
Название: Computational Solution of Large-Scale Macroeconometric Models
ISBN: 0792346564 ISBN-13(EAN): 9780792346562
Издательство: Springer
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Цена: 23757.00 р.
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Описание: Presents the methodologies for the solution of large-scale macroeconometric models. This work reviews solution methods and introduces techniques, such as parallel computing and nonstationary iterative algorithms. It supplies practitioners and researchers with numerical solution methods and discussions about problems encountered in the field.