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The econometrics of economic policy

Author: Anindya Banerjee; David F Hendry
Publisher: Oxford, UK ; Malden, MA : Blackwell Publishers, ©1997.
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Anindya Banerjee; David F Hendry
ISBN: 0631203435 9780631203438
OCLC Number: 37237502
Notes: Originally published as a special issue of Oxford bulletin of economics and statistics, vol. 58, no. 4, Nov. 1996.
"Contains a selection of papers presented to a conference held at the European University Institute on 12-14 October 1995"--Acknowledgements.
Description: 249 pages : illustrations ; 23 cm
Contents: The Econometric Analysis of Economic Policy / Anindya Banerjee, David F. Hendry and Grayham E. Mizon --
Econometric Modelling of UK House Prices using Accelerated Importance Sampling / Jean-Francois Richard and Wei Zhang --
Common Seasonal Features: Global Unemployment / Robert F. Engle and Svend Hylleberg --
Bootstrapping a Stable AD Model: Weak vs. Strong Exogeneity / Noud P.A. van Giersbergen and Jan F. Kiviet --
Multi-Step Estimation for Forecasting / Michael P. Clements and David F. Hendry --
VAR, Error Correction and Pretest Forecasts at Long Horizons / James H. Stock --
Income Persistence and Macro-Policy Feedbacks in the USA / John N.J. Muellbauer --
Testing Parameter Constancy and Super Exogeneity in Econometric Equations / Eilev S. Jansen and Timo Terasvirta --
Hazards in Implementing a Monetary Conditions Index / Kari H. Eika, Neil R. Ericsson and Ragnar Nymoen.
Responsibility: edited by Anindya Banerjee and David F. Hendry.

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