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Handbook of applied econometrics : macroeconomics

Author: M Hashem Pesaran; M R Wickens
Publisher: Oxford : Blackwell, 1995.
Series: Blackwell handbooks in economics
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

The first of two major surveys of important developments in applied econometrics, this handbook focuses on key topics in macroeconomics and finance. Each topic addresses the methodological problems  Read more...

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Document Type: Book
All Authors / Contributors: M Hashem Pesaran; M R Wickens
ISBN: 1557862087 9781557862082
OCLC Number: 34788504
Description: x, 482 pages ; 26 cm.
Contents: List of Figures.List of Tables.List of Contributors.Preface.Introduction: M. Hashem Pesaran (University of Cambridge) and Michael Wickens (University of York).1. Unobserved Components in Economic Time Series: Augustin Maravall (European University Institute).2. Vector Autoregressive Models: Specification, Estimation, Inference, and Forecasting: Fabio Canova (Universitat Pompeu Fabra, Barcelona).3. Multivariate Rational Expectations Models and Macroeconomic Modelling: Michael Binder (University of Maryland) and Hashem Pesaran (University of Cambridge).4. Inventory Models: Kenneth D. West (University of Wisconsin).5. The Consumption Function: John Muellbauer (Nuffield College) and Ralph Lattimore (Department of Industry, Canberra).6. Large Scale Macroeconomic Modelling: Kenneth Wallis (University of Warwick).7. The Econometric Analysis of Calibrated Macroeconomic Models: K. Kim (Victoria University of Wellington)and Adrian Pagan (Australian National University, Canberra).8. Macroeconomic Disequilibrium Models: Guy Laroque (INSEE, Paris) and Bernard Salanie (ENSAE, Paris).9. Financial Market Efficiency Tests: Tim Bollerslev and Robert Hodrick (Northwestern University, Evanston, IL).
Series Title: Blackwell handbooks in economics
Responsibility: edited by M. Hashem Pesaran and M.R. Wickens.

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