Structural macroeconometrics / David N. DeJong and Chetan Dave.

Format:

Book

Author/Creator:

DeJong, David N., author.

Dave, Chetan, author.

Language:

English

Subjects (All):

Macroeconomics--Econometric models.

Macroeconomics.

Physical Description:

1 online resource (435 p.)

Edition:

Second edition.

Place of Publication:

Princeton ; Oxford : Princeton University Press, [2011]

Language Note:

English

System Details:

Mode of access: World Wide Web.

Summary:

Structural Macroeconometrics provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong and Chetan Dave emphasize time series econometrics and unite theoretical and empirical research, while taking into account important new advances in the field. The authors detail strategies for solving dynamic structural models and present the full range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-mo.

Contents:

Cover; Contents; Preface; Preface to the First Edition; Part I: Introduction; Part II: Model Solution Techniques; Part III: Data Preparation and Representation; Part IV: Monte Carlo Methods; Part V: Empirical Methods; References; Index.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on print version record.

ISBN:

9786613589767

9781280494536

1280494530

9781400840502

1400840503

OCLC:

758333911