Favero, Carlo A. Applied Macroeconometrics

ISBN 13: 9780198296850

Applied Macroeconometrics

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9780198296850: Applied Macroeconometrics

This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. Until the 1970s, there was consensus regarding both the theoretical foundations and the empirical specification of applied macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the 1970s, to be replaced by a number of prominent competing methods?the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. 'Applied Macroeconometrics' examines the empirical research strategy of these alternatives by interpreting them as attempts to solve the problems observed in the Cowles Commission approach. The different research strategies are illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. A common US dataset is used in these examples, thus allowing the reader easy comparisons.

The presentation is based on the view that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research. The first part of the book introduces time-series models and details the importance of their identification. The second part illustrates, chapter by chapter, the alternative approaches, providing detailed applications of each methodology. Data used in the applications are available in a variety of formats from the author's web site, and will be supplemented by exercises for the reader to perform.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

L'autore:

Carlo Favero is currently Associate Professor of Econometrics at the Bocconi University of Milan. Formerly at the University of Ancona, he is Resident Fellow of the Innocenzo Gasparini Institute for Economic Research and a Fellow of the Centre for Economic Policy Research.

L'autore:

Carlo A. Favero is Professor of Economics at Bocconi University in Milan, Resident Fellow of the Innocenzo Gasparini Institute for Economic Research, and Research Fellow of the Centre for Economic Policy Research.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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Professor of Economics Carlo A Favero
Editore: Oxford University Press, United Kingdom (2011)
ISBN 10: 0198296851 ISBN 13: 9780198296850
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Descrizione libro Oxford University Press, United Kingdom, 2011. Paperback. Condizione libro: New. Repr. Ed.. 230 x 156 mm. Language: English . Brand New Book ***** Print on Demand *****.This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. Until the 1970s, there was consensus regarding both the theoretical foundations and the empirical specification of applied macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the 1970s, to be replaced by a number of prominent competing methods-the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. Applied Macroeconometrics examines the empirical research strategy of these alternatives by interpreting them as attempts to solve the problems observed in the Cowles Commission approach. The different research strategies are illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. A common US dataset is used in these examples, thus allowing the reader easy comparisons. The presentation is based on the view that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research. The first part of the book introduces time-series models and details the importance of their identification. The second part illustrates, chapter by chapter, the alternative approaches, providing detailed applications of each methodology. Data used in the applications are available in a variety of formats from the author s web site, and will be supplemented by exercises for the reader to perform. Codice libro della libreria AAV9780198296850

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Descrizione libro OUP Oxford, 2001. PAP. Condizione libro: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria LQ-9780198296850

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Descrizione libro OUP Oxford, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780198296850_lsuk

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Carlo Favero
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Descrizione libro Oxford University Press, United Kingdom, 2011. Paperback. Condizione libro: New. Repr. Ed.. 230 x 156 mm. Language: English . Brand New Book ***** Print on Demand *****. This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. Until the 1970s, there was consensus regarding both the theoretical foundations and the empirical specification of applied macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the 1970s, to be replaced by a number of prominent competing methods-the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. Applied Macroeconometrics examines the empirical research strategy of these alternatives by interpreting them as attempts to solve the problems observed in the Cowles Commission approach. The different research strategies are illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. A common US dataset is used in these examples, thus allowing the reader easy comparisons. The presentation is based on the view that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research. The first part of the book introduces time-series models and details the importance of their identification. The second part illustrates, chapter by chapter, the alternative approaches, providing detailed applications of each methodology. Data used in the applications are available in a variety of formats from the author s web site, and will be supplemented by exercises for the reader to perform. Codice libro della libreria AAV9780198296850

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Descrizione libro OUP Oxford, 2001. PAP. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IQ-9780198296850

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Descrizione libro Oxford University Press, USA, 2001. Paperback. Condizione libro: New. Codice libro della libreria DADAX0198296851

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Descrizione libro Oxford University Press, 2017. Paperback. Condizione libro: New. This item is printed on demand. Codice libro della libreria 0198296851

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Descrizione libro Oxford University Press, 2001. Paperback. Condizione libro: New. book. Codice libro della libreria 0198296851

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Descrizione libro Paperback. Condizione libro: New. Paperback. 296 pages. Until the 1970s, there was a consensus in applied macroeconometrics, both regarding the theoretical foundation and the empirical specification of macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the 1970s, replaced by three prominent competing methods of empirical research: the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimizationReal Business Cycle approach. This book discusses and illustrates the empirical research strategy of these three alternative approaches by interpreting them as different proposals to solve problems observed in the Cowles Commission approach. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Codice libro della libreria 9780198296850

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Carlo A. Favero
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Descrizione libro Oxford Univ Pr, 2001. Paperback. Condizione libro: Brand New. illustrated edition. 296 pages. 9.50x6.25x0.50 inches. In Stock. Codice libro della libreria __0198296851

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