This book provides a comprehensive description of the state-of-the-art in modelling global and national economies. It introduces the long-run structural approach.
Table of contents
- 7 editions of this work
- Yongcheol Shin - Google 학술검색 서지정보
- Global and national macroeconometric modelling : a long-run structural approach
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Estimation and inference in large heterogenous panels with multifactor error. A well-conditioned estimator for large-dimensional covariance matrices - Ledoit, Wolf - The dynamic factor analysis of economic time series - Geweke - Alternative explanations of the money-income correlation - Bernanke - Testing for the constancy of parameters over time - Nyblom - Structural analysis of vector error correction models with exogenous I 1 variables - Pesaran, Shin, et al.
Exploring the international linkages of the Euro area: Impulse response analysis in linear multivariate models - Pesaran, Shin - Consistent autoregressive spectral estimates - Berk - Covariance regularization by thresholding - Bickel, Levina - Are business cycles all alike - Blanchard, Watson - Tests of conditional predictive ability - Giacomini, White - Cointegration and speed of convergence to equilibrium - Pesaran, Shin - Determining the number of primitive shocks in factor models - Bai, Ng - Macroeconomic dynamics and credit risk: Global and National Macroeconometric Modelling: Aggregation and the microfoundations of dynamic macroeconomics - Forni, Lippi - The generalized dynamic factor model consistency and rates - Forni, Hallin, et al.
7 editions of this work
Monetary policy in real time - Giannone, Reichlin, et al. The generalized factor model: Towards a framework for quantifying systemic stability - Alessandri, Gai, et al. The robustness of identi VAR conclusions about money - Faust. The Generalized Dynamic Factor Model: Long run macroeconomic relations in the global economy. Revisiting useful approaches to data-rich macroeconomic forecasting.
Yongcheol Shin - Google 학술검색 서지정보
Identifying the global transmission of the — financial crisis in a gvar model - Chudik, Fratzscher - Don't have an account? Under the terms of the licence agreement, an individual user may print out a PDF of a single chapter of a monograph in OSO for personal use for details see www. University Press Scholarship Online. Publications Pages Publications Pages. Search my Subject Specializations: Classical, Early, and Medieval Plays and Playwrights: Classical, Early, and Medieval Poetry and Poets: Naked Statistics Charles Wheelan.
Global and national macroeconometric modelling : a long-run structural approach
Experimental Economics Nicolas Jacquemet. Mostly Harmless Econometrics J. The Tyranny of Metrics Jerry Z. Statistical Rethinking Richard McElreath.
Mathematics for Economics and Business Ian Jacques. Introductory Econometrics Jeffrey Wooldridge. Financial Analytics with R Mark Bennett.
Convex Optimization Stephen Boyd. Predictive Analytics Eric S. Introductory Econometrics for Finance Chris Brooks.
Get Global and National Macroeconometric Modelling: A Long-Run PDF
Encyclopedia of Chart Patterns Thomas N. Design of Observational Studies Paul R. Statistics for Business and Economics Jim Freeman.
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- The Judaean Poor and the Fourth Gospel (Society for New Testament Studies Monograph Series).
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Introduction to Econometrics Christopher Dougherty. Mantegna Tarot Lo Scarabeo. Numerical Methods in Economics Kenneth L.