Handbook of Applied Econometrics
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Handbook of Applied Econometrics: v. 1

Handbook of Applied Econometrics: v. 1

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About the Book

The first of two major surveys of the latest and most important developments in applied econometrics, "The Handbook of Applied Econometrics, Volume I: Macroeconomics" focuses on key topics in macroeconomics and finance. Each topic is covered by a leading international expert specially commissioned to address the methodological problems of undertaking empirical work in economics and to provide rigorous applications of econometric and statistical methods to economics problems. This authoritative overview of the applied work that is happening in the field makes it an essential resource for academics, researchers, graduate students and professional economists in industry and government. This volume covers econometric issues involved in a variety of applied macroeconomic problems: the source of the stochastic structure of economic models, especially the role of expectations; the stochastic properties of economic data and the implications for modeling, estimation and testing; the role of economic theory in model building and the relation between statistical models and economic theory; equilibrium and disequilibrium models.

Table of Contents:
List of Figures.List of Tables.List of Contributors.Preface.Introduction: M. Hashem Pesaran (University of Cambridge) and Michael Wickens (University of York).1. Unobserved Components in Economic Time Series: Augustin Maravall (European University Institute).2. Vector Autoregressive Models: Specification, Estimation, Inference, and Forecasting: Fabio Canova (Universitat Pompeu Fabra, Barcelona).3. Multivariate Rational Expectations Models and Macroeconomic Modelling: Michael Binder (University of Maryland) and Hashem Pesaran (University of Cambridge).4. Inventory Models: Kenneth D. West (University of Wisconsin).5. The Consumption Function: John Muellbauer (Nuffield College) and Ralph Lattimore (Department of Industry, Canberra).6. Large Scale Macroeconomic Modelling: Kenneth Wallis (University of Warwick).7. The Econometric Analysis of Calibrated Macroeconomic Models: K. Kim (Victoria University of Wellington)and Adrian Pagan (Australian National University, Canberra).8. Macroeconomic Disequilibrium Models: Guy Laroque (INSEE, Paris) and Bernard Salanie (ENSAE, Paris).9. Financial Market Efficiency Tests: Tim Bollerslev and Robert Hodrick (Northwestern University, Evanston, IL).


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Product Details
  • ISBN-13: 9781557862082
  • Publisher: John Wiley and Sons Ltd
  • Publisher Imprint: Blackwell Publishers
  • Height: 244 mm
  • Returnable: N
  • Weight: 1002 gr
  • ISBN-10: 1557862087
  • Publisher Date: 25 Oct 1995
  • Binding: Hardback
  • Language: English
  • Sub Title: v. 1
  • Width: 172 mm


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