Dynamic Econometrics for Empirical Macroeconomic Modelling - Couverture rigide

Nymoen, Ragnar

Couverture rigide

ISBN 10 : 9811207518 ISBN 13 : 9789811207518

Editeur : World Scientific Publishing Co Pte Ltd, 2019

Synopsis

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.

A propos du livre

À propos de l'auteur

Ragnar Nymoen is a Professor in the Department of Economics at the University of Oslo. He has worked as an economist in the Research Department at Norges Bank, and has published papers in macroeconomics and econometrics. Nymoen teaches econometrics at the bachelor, master and PhD levels.

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2019
• Langue: anglais
• ISBN 10: 9811207518
• ISBN 13: 9789811207518
• Reliure: Relié
• Nombre de pages: 588
• Coordonnées du fabricant: non disponible
• Personne responsable: gpsr@libri.de; gpsr@libri.de; ; Friedensallee 273; Hamburg; 22763; Allemagne