Structural Macroeconometrics
by Dave, Chetan
Methodologies for analyzing the forces that move and shape national economies have advanced markedly in the last thirty years, enabling economists as never before to unite theoretical and empirical research and align measurement with theory. In Structural Macroeconometrics, David DeJong and Chetan Dave provide the unified overview and in-depth treatment analysts need to apply these latest theoretical models and empirical techniques. The authors' emphasis throughout is on time series econometric…
Read More ↓Title Statements
- Full title :Structural Macroeconometrics.
Summary
Methodologies for analyzing the forces that move and shape national economies have advanced markedly in the last thirty years, enabling economists as never before to unite theoretical and empirical research and align measurement with theory. In Structural Macroeconometrics, David DeJong and Chetan Dave provide the unified overview and in-depth treatment analysts need to apply these latest theoretical models and empirical techniques. The authors' emphasis throughout is on time series econometrics. DeJong and Dave detail methods available for solving dynamic structural models and casting solutio.
Read More ↓Edition Statements
- Publication Date:2007.
Publication Statements
- Publisher(s):Princeton University Press
- Place of Publication:Princeton
- Language:eng
- Publication Date:2007.
The Physical Object
- Description:1 online resource (352 pages)
Edition Identifiers
- ISBN:9780691126487, 0691126488, 9781400835508, 140083550X
- oclc:ocn630535119
- LC Classification:HB172.5.D432 2007
- Dewey Decimal:339
Table of Contents
Preliminaries; Contents; Preface; Introduction; Approximating and Solving DSGE Models; Removing Trends and Isolating Cycles; Summarizing Time Series Behavior; DSGE Models Three Examples; Calibration; Matching Moments; Maximum Likelihood; Bayesian Methods; Nonlinear Approximation Methods; Implementing Nonlinear Approximations Empirically; Bibliography; Index.
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