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Past, Present, and Possible Future of Macroeconometric Models and Their Uses

Lawrence R. Klein

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0001
Subject:
Economics and Finance, Econometrics

Econometrics, as a total subject, is older than macroeconometric model building and deserves a separate historical inquiry. Early investigations of demand–supply functions, income distributions, ... More


Model Comparisons and Appraisals 1

Robert J. Shiller

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0012
Subject:
Economics and Finance, Econometrics

The Model Comparison Seminar has produced some striking findings. The differences in the properties of the major macroeconometric models are much bigger than one might have expected given their ... More


Which Way Forward for Macroeconomics and Policy Analysis?

Roman Frydman and Edmund S. Phelps

in Rethinking Expectations: The Way Forward for Macroeconomics

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691155234
eISBN:
9781400846450
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691155234.003.0001
Subject:
Economics and Finance, Macro- and Monetary Economics

This introductory chapter discusses the papers presented at the Center on Capitalism and Society conference held in the fall of 2010. The conference, which commemorated the fortieth anniversary of ... More


Cointegration Analysis

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0022
Subject:
Economics and Finance, Econometrics

This chapter provides an overview of the econometric methods used in long-run structural macroeconometric modelling. It first introduces the concept of cointegration for a set of time series ... More


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