Buch, Englisch, 402 Seiten, Paperback, Format (B × H): 156 mm x 234 mm, Gewicht: 608 g
A Long-Run Structural Approach
Buch, Englisch, 402 Seiten, Paperback, Format (B × H): 156 mm x 234 mm, Gewicht: 608 g
ISBN: 978-0-19-965046-0
Verlag: Oxford University Press(UK)
researchers, but is also written to be accessible and helpful to practitioners in government and the private sector. The long-run structural approach is illustrated with various global and national examples, including a step-by-step description of the development and use of a model of the UK economy.
Throughout, the book emphasises the use of macroeconometric modelling in the real world and is written in a way that ensures the techniques illustrated can be replicated or applied in new contexts. The transparency and pragmatism of the modelling approach used within this book will be attractive to practitioners who need manageable and interpretable models to answer specific questions.
Zielgruppe
Academics and graduate students with an interest in macroeconomics, finance, and econometrics. Central bankers responsible for research, policymaking, and forecasting.
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
- Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Makroökonomie
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Geldwirtschaft, Währungspolitik
Weitere Infos & Material
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