Methods for Applied Macroeconomic Research - Couverture rigide

Canova, Fabio

Couverture rigide

ISBN 10 : 0691115044 ISBN 13 : 9780691115047

Editeur : Princeton University Press, 2007

Synopsis

The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work.

Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods--which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an approximate linear representation for the decision rules, and describes methods needed to estimate their parameters, examining their fit to the data. The book is complete with numerous examples and exercises.

Today's economic analysts need a strong foundation in both theory and application. Methods for Applied Macroeconomic Research offers the essential tools for the next generation of macroeconomists.

A propos du livre

À propos de l'auteur

Fabio Canova is ICREA Research Professor at the University of Pompeu Fabra in Barcelona and Fellow of the Centre for Economic Policy Research in London.

Détails de l'édition

• Éditeur: Princeton University Press
• Date d'édition: 2007
• Langue: anglais
• ISBN 10: 0691115044
• ISBN 13: 9780691115047
• Reliure: Relié
• Nombre de pages: 512
• Coordonnées du fabricant: non disponible
• Personne responsable: Buchpark GmbH; gpsr@buchpark.de; ; Krügerweg 1; Trebbin; Brandenburg; 14959; Allemagne