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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
"Each topic is covered by a leading international expert specially commissioned to address the methodological problems of undertaking empirical work in economics. The volume editors have focused on the rigorous application of econometrics and statistical methods to economic problems, making the books the most important and up-to-date statements of thinking in the area." "As the first and most authoritative overview  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.


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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