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Global and national macroeconometric modelling : a long-run structural approach

Publisher: Oxford : Oxford University Press, 2012.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

A comprehensive description of modelling in global and national economies, this book introduces a modelling approach that shows how economies work and how to generate forecasts. Illustrated with  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
ISBN: 9780199650460 0199650462 9780199296859 0199296855
OCLC Number: 793887703
Notes: Originally published: 2006.
Description: 1 v. : Illustrationen ; 24 cm
Contents: 1. Introduction ; 2. Macroeconometric Modelling: Alternative Approaches ; 3. National and Global Structural Macroeconometric Modelling ; 4. An Economic Theory of the Long Run ; 5. An Economic Theory of the Short Run ; 6. Econometric Methods: A Review ; 7. Probability Forecasting: Concepts and Analysis ; 8. The UK Macroeconomy ; 9. A Long-Run Structural Model of the UK ; 10. Impulse Response and Trend/ Cycle Properties of the UK Model ; 11. Probability Event Forecasting with the UK Model ; 12. Global Modelling and Other Applications ; 13. Concluding Remarks ; Appendix A: Derivation of the Interest Rate Rule ; Appendix B: Invariance Properties of the Impulse Responses with respect to Monetary Policy Shocks ; Appendix C: Data for the UK Model ; Appendix D: Gauss Programs and Result Files
Responsibility: Anthony Garratt [und weitere].

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