Articoli correlati a 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.
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.
Recensione:
This book provides an extremely useful and accessible description of a wide range of techniques and approaches currently used in applied macroeconometrics (Journal of Applied Econometrics, Vol.16, No.5)
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.
- EditoreOUP Oxford
- Data di pubblicazione2001
- ISBN 10 0198775830
- ISBN 13 9780198775836
- RilegaturaCopertina rigida
- Numero di pagine294
Compra nuovo
Scopri di più su questo articolo
EUR 159,67
Spese di spedizione:
EUR 4,79
In U.S.A.
I migliori risultati di ricerca su AbeBooks
Foto dell'editore
APPLIED MACROECONOMETRICS
Editore:
Oxford University Press
(2001)
ISBN 10: 0198775830
ISBN 13: 9780198775836
Nuovo
Rilegato
Quantità: 1
Da:
Valutazione libreria
Descrizione libro Condizione: New. New. In shrink wrap. Looks like an interesting title! 1.31. Codice articolo Q-0198775830
Compra nuovo
EUR 159,67
Convertire valuta
Immagini fornite dal venditore
Applied Macroeconometrics
Editore:
Oxford University Press
(2001)
ISBN 10: 0198775830
ISBN 13: 9780198775836
Nuovo
Rilegato
Quantità: 5
Da:
Valutazione libreria
Descrizione libro Condizione: New. Codice articolo 80454-n
Compra nuovo
EUR 162,04
Convertire valuta
Foto dell'editore
Applied Macroeconometrics
Print on Demand
Da:
Valutazione libreria
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9780198775836_lsuk
Compra nuovo
EUR 169,98
Convertire valuta
Foto dell'editore
Applied Macroeconometrics
Editore:
Oxford University Press, USA
(2001)
ISBN 10: 0198775830
ISBN 13: 9780198775836
Nuovo
Rilegato
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro HRD. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo L1-9780198775836
Compra nuovo
EUR 183,40
Convertire valuta
Immagini fornite dal venditore
Applied Macroeconometrics
Editore:
Oxford University Press
(2001)
ISBN 10: 0198775830
ISBN 13: 9780198775836
Nuovo
Rilegato
Quantità: 5
Da:
Valutazione libreria
Descrizione libro Condizione: New. Codice articolo 80454-n
Compra nuovo
EUR 169,97
Convertire valuta
Foto dell'editore
Applied Macroeconometrics
Editore:
Oxford University Press
(2001)
ISBN 10: 0198775830
ISBN 13: 9780198775836
Nuovo
Rilegato
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro Condizione: New. Codice articolo ABLIING23Feb2215580044985
Compra nuovo
EUR 192,78
Convertire valuta
Foto dell'editore
Applied Macroeconometrics
Editore:
Oxford University Press, USA
(2001)
ISBN 10: 0198775830
ISBN 13: 9780198775836
Nuovo
Rilegato
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro HRD. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo L1-9780198775836
Compra nuovo
EUR 173,46
Convertire valuta
Immagini fornite dal venditore
Applied Macroeconometrics (Hardcover)
Editore:
Oxford University Press, Oxford
(2001)
ISBN 10: 0198775830
ISBN 13: 9780198775836
Nuovo
Rilegato
Quantità: 1
Da:
Valutazione libreria
Descrizione libro Hardcover. Condizione: new. Hardcover. 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 the1970s, 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. AppliedMacroeconometrics 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 thatidentification, 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 introducestime-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. The objective of this book is the discussion and the practical illustration of techniques used in applied macroeconometrics. There are currently three competing approaches: the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780198775836
Compra nuovo
EUR 229,41
Convertire valuta
Immagini fornite dal venditore
Applied Macroeconometrics
Editore:
Oxford University Press
(2001)
ISBN 10: 0198775830
ISBN 13: 9780198775836
Nuovo
Rilegato
Prima edizione
Quantità: 1
Da:
Valutazione libreria
Descrizione libro Condizione: New. First Edition. First Edition thus. Applied Macroeconometrics by Carlo A. Favero. ISBN:9780198775836. Collectible item in excellent condition. Codice articolo 0198775836
Compra nuovo
EUR 208,00
Convertire valuta