Macroeconometrics : developments, tensions, and prospects /

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Dettagli Bibliografici
Altri autori: Hoover, Kevin D., 1955-
Natura: Libro
Lingua:English
Pubblicazione: Boston : Kluwer Academic Pub., c1995.
Serie:Recent economic thought
Soggetti:
Accesso online:Publisher description
Table of contents only
Sommario:
  • 1. The Problem of Macroeconometrics / Kevin D. Hoover
  • 2. Recent Advances in Solving and Estimating Dynamic Macroeconomic Models / Beth Fisher Ingram
  • Commentary / Adrian Pagan
  • 3. The Economics of VAR Models / Fabio Canova
  • Commentary / Masao Ogaki
  • 4. Progressive Modeling of Macroeconomic Time Series: The LSE Methodology / Grayham E. Mizon
  • Commentary / Charles H. Whiteman and Jon Faust
  • 5. The Econometrics of the General Equilibrium Approach to Business Cycles / Finn E. Kydland and Edward C. Prescott
  • Commentary / Gregor W. Smith
  • 6. Causal Orderings / Stephen F. LeRoy
  • Commentary / Clive W. J. Granger
  • 7. On Policy Regimes / Stephen F. LeRoy
  • Commentary / William T. Roberds
  • 8. The Lucas Critique in Practice: Theory Without Measurement / Neil Ericsson and John Irons
  • Commentary / Eric Leeper
  • 9. Rational Expectations and the Economic Consequences of Changes in Regime / James D. Hamilton
  • Commentary / Glenn D. Rudebusch.
  • 10. Historical Macroeconomics and Macroeconomic History / Charles W. Calomiris and Christopher Hanes
  • Commentary / Steven N. Durlauf
  • 11. Modeling Volatility Dynamics / Francis X. Diebold and Jose A. Lopez
  • Commentary / Douglas G. Steigerwald
  • 12. Dynamic Specification and Testing for Unit Roots and Cointegration / Anindja Banerjee
  • Commentary / Eric Zivot
  • 13. Nonlinear Models of Economic Fluctuations / Simon M. Potter
  • Commentary / Daniel E. Sichel.