Overview

Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.

Full Product Details

Author:   Kevin D. Hoover
Publisher:   Springer
Imprint:   Springer
Edition:   Softcover reprint of the original 1st ed. 1995
Volume:   46
Dimensions:   Width: 15.50cm , Height: 3.00cm , Length: 23.50cm
Weight:   0.896kg
ISBN:  

9789401042932

ISBN 10:   9401042934
Pages:   577
Publication Date:   24 December 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1 The Problem of Macroeconometrics.- I. Alternative Econometric Methodologies.- 2 Recent Advances in Solving and Estimating Dynamic Macroeconomic Models.- 3 The Economics of VAR Models.- 4 Progressive Modeling of Macroeconomic Time Series: The LSE Methodology.- 5 The Econometrics of the General Equilibrium Approach toBusiness Cycles.- II. The Lucas Critique Reconsidered.- 6 Causal Orderings.- 7 On Policy Regimes.- 8 The Lucas Critique in Practice: Theory Without Measurement.- 9 Rational Expectations and the Economic Consequences ofChanges in Regime.- 10 Historical Macroeconomics and Macroeconomic History.- Ill. Frontiers of Macroeconometrics.- 11 Modeling Volatility Dynamics.- 12 Dynamic Specification and Testing for Unit Roots and Cointegration.- 13 Nonlinear Models of Economic Fluctuations.

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