Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Multivariate Rational Expectations Models And Macroeconomic Modelling full books in PDF, epub, and Kindle. Read online Multivariate Rational Expectations Models And Macroeconomic Modelling ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Michael Binder
Publisher :
ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.:/5 (317 download)
Download or read book Multivariate Rational Expectations Models and Macroeconomic Modelling written by Michael Binder and published by . This book was released on 1994 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. Broze
Publisher : Routledge
ISBN 13 : 1136457739
Total Pages : 134 pages
Book Rating : 4.1/5 (364 download)
Download or read book Reduced Forms of Rational Expectations Models written by L. Broze and published by Routledge. This book was released on 2013-06-17 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
Author : P. Fisher
Publisher : Springer Science & Business Media
ISBN 13 : 9401580022
Total Pages : 215 pages
Book Rating : 4.4/5 (15 download)
Download or read book Rational Expectations in Macroeconomic Models written by P. Fisher and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the `Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more! Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations; (ii) the choice of terminal condition and time horizon; (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks; deterministic vs. stochastic, dynamic vs. static simulation; (iv) the role of exchange rate; (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research.
Author : Andrew J. Hughes Hallett
Publisher : Springer Science & Business Media
ISBN 13 : 1461552192
Total Pages : 295 pages
Book Rating : 4.4/5 (615 download)
Download or read book Analyses in Macroeconomic Modelling written by Andrew J. Hughes Hallett and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Macroeconomic Modelling has undergone radical changes in the last few years. There has been considerable innovation in developing robust solution techniques for the new breed of increasingly complex models. Similarly there has been a growing consensus on their long run and dynamic properties, as well as much development on existing themes such as modelling expectations and policy rules. This edited volume focuses on those areas which have undergone the most significant and imaginative developments and brings together the very best of modelling practice. We include specific sections on (I) Solving Large Macroeconomic Models, (II) Rational Expectations and Learning Approaches, (III) Macro Dynamics, and (IV) Long Run and Closures. All of the contributions offer new research whilst putting their developments firmly in context and as such will influence much future research in the area. It will be an invaluable text for those in policy institutions as well as academics and advanced students in the fields of economics, mathematics, business and government. Our contributors include those working in central banks, the IMF, European Commission and established academics.
Author : Lars Peter Hansen
Publisher : CRC Press
ISBN 13 : 1000308960
Total Pages : 294 pages
Book Rating : 4.0/5 (3 download)
Download or read book Rational Expectations Econometrics written by Lars Peter Hansen and published by CRC Press. This book was released on 2019-09-05 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy. This means that there are very complicated feedback relationships existing between policy and the behaviour of economic agents, and these relationships pose very difficult problems in econometrics when one tries to exploit the rational expectations insight in formal economic modelling. This volume consists of work by two rational expectations pioneers dealing with the "nuts and bolts" problems of modelling the complications introduced by rational expectations. Each paper deals with aspects of the problem of making inferences about parameters of a dynamic economic model on the basis of time series observations. Each exploits restrictions on an econometric model imposed by the hypothesis that agents within the model have rational expectations.
Author : Steven Durlauf
Publisher : Springer
ISBN 13 : 0230280838
Total Pages : 417 pages
Book Rating : 4.2/5 (32 download)
Download or read book Macroeconometrics and Time Series Analysis written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Author : S.G. Hall
Publisher : Elsevier
ISBN 13 : 1483295478
Total Pages : 432 pages
Book Rating : 4.4/5 (832 download)
Download or read book Macroeconomic Modelling written by S.G. Hall and published by Elsevier. This book was released on 2014-06-28 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book arose out of research carried out by the authors in the period 1983-1987 whilst at the National Institute of Economic and Social Research. A number of things combined to impart the basic thrust of the research: partly the developments in formulating and estimating rational expectations models, and partly actual developments in the UK economy itself.An application of recent developments in dynamic modelling to a complete macroeconometric model of the UK is presented. Rational expectations modelling, co-integration and disequilibrium modelling are covered. The book also develops computational procedures for obtaining efficient solutions to large-scale models, and illustrates model solutions assuming rational expectations and stochastic simulations. Finally, sections on the analysis of models using optimal control methods illustrate applications of a large-scale econometric model. This section also discusses policy applications, including the derivation of time-consistent policies in the presence of rational expectations, giving quantified illustrations.
Author : Laurence Broze
Publisher :
ISBN 13 : 9780415269070
Total Pages : 120 pages
Book Rating : 4.2/5 (69 download)
Download or read book Reduced Forms of Rational Expectations Models written by Laurence Broze and published by . This book was released on 2001 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Frederic S. Mishkin
Publisher : University of Chicago Press
ISBN 13 : 0226531929
Total Pages : 184 pages
Book Rating : 4.2/5 (265 download)
Download or read book A Rational Expectations Approach to Macroeconometrics written by Frederic S. Mishkin and published by University of Chicago Press. This book was released on 2007-11-01 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Rational Expectations Approach to Macroeconometrics pursues a rational expectations approach to the estimation of a class of models widely discussed in the macroeconomics and finance literature: those which emphasize the effects from unanticipated, rather than anticipated, movements in variables. In this volume, Fredrick S. Mishkin first theoretically develops and discusses a unified econometric treatment of these models and then shows how to estimate them with an annotated computer program.
Author : Charles H. Whiteman
Publisher : U of Minnesota Press
ISBN 13 : 1452907935
Total Pages : 151 pages
Book Rating : 4.4/5 (529 download)
Download or read book Linear Rational Expectations Models written by Charles H. Whiteman and published by U of Minnesota Press. This book was released on 1984 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Hunter
Publisher : Springer
ISBN 13 : 113731303X
Total Pages : 508 pages
Book Rating : 4.1/5 (373 download)
Download or read book Multivariate Modelling of Non-Stationary Economic Time Series written by John Hunter and published by Springer. This book was released on 2017-05-08 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
Author : Ronald G. Bodkin
Publisher : Aldershot, Hants, England : E. Elgar
ISBN 13 :
Total Pages : 600 pages
Book Rating : 4.F/5 ( download)
Download or read book A History of Macroeconometric Model-building written by Ronald G. Bodkin and published by Aldershot, Hants, England : E. Elgar. This book was released on 1991 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: This major book presents, for the first time, an authoritative history of developments in macroeconometric modelling since the 1930s. It focuses in particular on the construction of mathematico-statistical models of entire economies, estimated from national accounts and other macroeconomic data. International and comparative in scope, the book contains chapters prepared by specialists from the different countries concerned. This landmark book is indispensable to an understanding of the history and development of large scale econometric models of modern economies.
Author : Roman Frydman
Publisher : Cambridge University Press
ISBN 13 : 9780521310956
Total Pages : 254 pages
Book Rating : 4.3/5 (19 download)
Download or read book Individual Forecasting and Aggregate Outcomes written by Roman Frydman and published by Cambridge University Press. This book was released on 1986-10-02 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this volume provide a complex view of market processes.
Author : L. Broze
Publisher : Elsevier
ISBN 13 : 1483296288
Total Pages : 249 pages
Book Rating : 4.4/5 (832 download)
Download or read book The Econometric Analysis of Non-Uniqueness in Rational Expectations Models written by L. Broze and published by Elsevier. This book was released on 2014-06-28 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the econometric analysis of linear multivariate rational expectation models. It shows that the interpretation of multiplicity in terms of "new degrees of freedom" is consistent with a rigorous econometric reasoning. Non-uniqueness is the central theme of this book. Each chapter is concerned with a specific econometric aspect of rational expectations equilibria. The most constructive result lies in the possibility of an empirical determination of the equilibrium followed by the economy.
Author : David K. H. Begg
Publisher : Baltimore, Md. : Johns Hopkins University Press
ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.F/5 ( download)
Download or read book The Rational Expectations Revolution in Macroeconomics written by David K. H. Begg and published by Baltimore, Md. : Johns Hopkins University Press. This book was released on 1982 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anthony Garratt
Publisher : Oxford University Press (UK)
ISBN 13 : 0199650462
Total Pages : 402 pages
Book Rating : 4.1/5 (996 download)
Download or read book Global and National Macroeconometric Modelling written by Anthony Garratt and published by Oxford University Press (UK). This book was released on 2012-03-15 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing a description of the state of modelling in global and national economies, this title introduces an approach to modelling that can readily be adopted for use in understanding how economies work and in generating forecasts for decision-makers and policy-makers alike.
Author : Nicos M. Christodoulakis
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.X/5 (1 download)
Download or read book Macroeconomic Policy Design Using Large Econometric Rational Expectations Models written by Nicos M. Christodoulakis and published by . This book was released on 1988 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
