Free Delivery Over $100
|
|
|||
|
||||
OverviewBifurcation of Macroeconometric Models and Robustness of Dynamical Inferences provides an overview of the classes of macroeconometric models for which bifurcation experiments have so far been run, and emphasizes the implications for lack of robustness of conventional dynamical inferences from macroeconometric policy simulations. By making this detailed survey of past bifurcation experiments available, the authors hepe to encourage and facilitate further research on this problem with other models, and to emphasize the need for simulations at various points within the confidence regions of macroeconometric models rather than at only point estimates. Full Product DetailsAuthor: William A. Barnett , Guo ChenPublisher: now publishers Inc Imprint: now publishers Inc Dimensions: Width: 15.60cm , Height: 0.90cm , Length: 23.40cm Weight: 0.235kg ISBN: 9781680830460ISBN 10: 1680830465 Pages: 160 Publication Date: 30 September 2015 Audience: College/higher education , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsBifurcation of Macroeconomic Models. Bergstrom—Wymer Continuous Time UK Model. Leeper and Sims Model. New Keynesian Model. New Keynesian Model with Regime Switching. Zellner’s Marshallian Macroeconomic Model. Open-Economy New Keynesian Models. Two Endogenous Growth Models. Conclusion. ReferencesReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
||||
