Handbook of Research Methods and Applications in Empirical Macroeconomics (BOK)

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This comprehensive Handbook presents the current state of the 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, generalized method of moments, maximum likelihood and Bayesian estimation, and vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2013 Forlag
Marston Book DMARSTO Orphans
ISBN 9780857931016 Antall sider 640
Andre medvirkende Michael A. Thornton, Nigar Hashimzade
Emner og form Research methods: general, Macroeconomics