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書名 Handbook of research methods and applications in empirical macroeconomics / edited by Nigar Hashimzade and Michael A. Thornton
出版項 Cheltenham, UK : Edward Elgar Publishing Limited, 2013
國際標準書號 9780857931016 (hardback)
0857931016 (hardback)
book jacket
館藏地 索書號 處理狀態 OPAC 訊息 條碼
 經濟所圖書館  HB172.5 H36 2013    在架上    30510100322835
說明 xii, 614 pages : illustrations ; 25 cm
系列 Handbooks of research methods and applications
Handbooks of research methods and applications
附註 Includes bibliographical references and index
Pt. I. Properties of macroeconomic data -- pt. II. Models for macroeconomic data analysis -- pt. III. Estimation and evaluation frameworks in macroeconomics -- pt. IV. Applications I : dynamic stochastic general equilibrium models -- pt. V. Applications II : vector autoregressive models -- pt. VI. Applications III : calibration and simulations
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macroeconomics and econometrics
主題 Macroeconomics -- Methodology
Alt Author Hashimzade, Nigar, editor
Thornton, Michael A., editor
Edward Elgar Publishing, publisher
Alt Title Empirical macroeconomics
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