Time Aggregation and the Hodrick-Prescott Filter

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Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Time Aggregation and the Hodrick-Prescott Filter by : Agustín Maravall

Download or read book Time Aggregation and the Hodrick-Prescott Filter written by Agustín Maravall and published by . This book was released on 2001 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Time Series and Panel Data Econometrics

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Publisher : Oxford University Press, USA
ISBN 13 : 0198759983
Total Pages : 1095 pages
Book Rating : 4.1/5 (987 download)

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Book Synopsis Time Series and Panel Data Econometrics by : M. Hashem Pesaran

Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press, USA. This book was released on 2015 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

Applied Time Series Analysis

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Publisher : Academic Press
ISBN 13 : 0128131179
Total Pages : 354 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Applied Time Series Analysis by : Terence C. Mills

Download or read book Applied Time Series Analysis written by Terence C. Mills and published by Academic Press. This book was released on 2019-01-24 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Palgrave Handbook of Econometrics

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Publisher : Springer
ISBN 13 : 0230244408
Total Pages : 1406 pages
Book Rating : 4.2/5 (32 download)

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Book Synopsis Palgrave Handbook of Econometrics by : Terence C. Mills

Download or read book Palgrave Handbook of Econometrics written by Terence C. Mills and published by Springer. This book was released on 2009-06-25 with total page 1406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

State-Space Methods for Time Series Analysis

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Publisher : CRC Press
ISBN 13 : 131536025X
Total Pages : 286 pages
Book Rating : 4.3/5 (153 download)

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Book Synopsis State-Space Methods for Time Series Analysis by : Jose Casals

Download or read book State-Space Methods for Time Series Analysis written by Jose Casals and published by CRC Press. This book was released on 2018-09-03 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values. Exploring the advantages of this approach, State-Space Methods for Time Series Analysis: Theory, Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form. After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction, describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model, and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here, and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables. Web Resource The authors’ E4 MATLAB® toolbox offers all the computational procedures, administrative and analytical functions, and related materials for time series analysis. This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work.

Handbook of Research Methods and Applications in Empirical Macroeconomics

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Publisher : Edward Elgar Publishing
ISBN 13 : 0857931024
Total Pages : 627 pages
Book Rating : 4.8/5 (579 download)

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Book Synopsis Handbook of Research Methods and Applications in Empirical Macroeconomics by : Nigar Hashimzade

Download or read book Handbook of Research Methods and Applications in Empirical Macroeconomics written by Nigar Hashimzade and published by Edward Elgar Publishing. This book was released on 2013-01-01 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.

Hazardous Times for Monetary Policy

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Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 (1 download)

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Book Synopsis Hazardous Times for Monetary Policy by : Gabriel Jiménez

Download or read book Hazardous Times for Monetary Policy written by Gabriel Jiménez and published by . This book was released on 2007 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Social Security Reform with Imperfect Substitution Between Less and More Experienced Workers

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Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Social Security Reform with Imperfect Substitution Between Less and More Experienced Workers by : Juan A. Rojas

Download or read book Social Security Reform with Imperfect Substitution Between Less and More Experienced Workers written by Juan A. Rojas and published by . This book was released on 2008 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Compares the quantitative properties of a policy reform aimed at funding the pension system in the standard model economy with a) perfect substitution across workers with different experience levels and b) where this substitutability is imperfect. Describes how the model is parameterized to be a realistic image of the Spanish economy in 1995.

Empirical Analysis of Corporate Credit Lines

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Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Empirical Analysis of Corporate Credit Lines by : Gabriel Jiménez

Download or read book Empirical Analysis of Corporate Credit Lines written by Gabriel Jiménez and published by . This book was released on 2008 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since bank credit lines are a major source of corporate funding, we examine the determinants of credit line usage with a comprehensive database of Spanish corporate credit lines. A line's default status is a key factor driving its usage, which increases as a firm's financial condition worsens. Line usage decreases by roughly 10% for each year of its life. Lender characteristics, such as the number and length of a firm's banking relationships, are found to affect a firm's usage decisions, and credit line usage is found to be inversely related to macroeconomic conditions [Resumen de autor]

Documentos de trabajo

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Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Documentos de trabajo by :

Download or read book Documentos de trabajo written by and published by . This book was released on 2008 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Money and the Natural Rate of Interest

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Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Money and the Natural Rate of Interest by : Javier Andrés

Download or read book Money and the Natural Rate of Interest written by Javier Andrés and published by . This book was released on 2008 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine the role of money in three environments: the New Keynesian model with separable utility and static money demand; a nonseparable utility variant with habit formation; and a version with adjustment costs for holding real balances. The last two variants imply forward-looking behavior of real money balances, with forecasts of future interest rates entering current portfolio decisions. We conduct a structural econometric analysis of the U.S. and euro area economies. FIML estimates confirm the forward-looking character of money demand. A consequence is that real money balances are valuable in anticipating future variations in the natural interest rate. [Resumen de autor]

New ESRI working paper series

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Publisher :
ISBN 13 :
Total Pages : 332 pages
Book Rating : 4.:/5 (1 download)

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Book Synopsis New ESRI working paper series by :

Download or read book New ESRI working paper series written by and published by . This book was released on 200? with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Mathematical Reviews

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Publisher :
ISBN 13 :
Total Pages : 962 pages
Book Rating : 4.X/5 (6 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2001 with total page 962 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Finding What Works in Health Care

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Publisher : National Academies Press
ISBN 13 : 0309164257
Total Pages : 267 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Finding What Works in Health Care by : Institute of Medicine

Download or read book Finding What Works in Health Care written by Institute of Medicine and published by National Academies Press. This book was released on 2011-07-20 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: Healthcare decision makers in search of reliable information that compares health interventions increasingly turn to systematic reviews for the best summary of the evidence. Systematic reviews identify, select, assess, and synthesize the findings of similar but separate studies, and can help clarify what is known and not known about the potential benefits and harms of drugs, devices, and other healthcare services. Systematic reviews can be helpful for clinicians who want to integrate research findings into their daily practices, for patients to make well-informed choices about their own care, for professional medical societies and other organizations that develop clinical practice guidelines. Too often systematic reviews are of uncertain or poor quality. There are no universally accepted standards for developing systematic reviews leading to variability in how conflicts of interest and biases are handled, how evidence is appraised, and the overall scientific rigor of the process. In Finding What Works in Health Care the Institute of Medicine (IOM) recommends 21 standards for developing high-quality systematic reviews of comparative effectiveness research. The standards address the entire systematic review process from the initial steps of formulating the topic and building the review team to producing a detailed final report that synthesizes what the evidence shows and where knowledge gaps remain. Finding What Works in Health Care also proposes a framework for improving the quality of the science underpinning systematic reviews. This book will serve as a vital resource for both sponsors and producers of systematic reviews of comparative effectiveness research.

Fiscal Policy after the Financial Crisis

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Publisher : University of Chicago Press
ISBN 13 : 022601844X
Total Pages : 596 pages
Book Rating : 4.2/5 (26 download)

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Book Synopsis Fiscal Policy after the Financial Crisis by : Alberto Alesina

Download or read book Fiscal Policy after the Financial Crisis written by Alberto Alesina and published by University of Chicago Press. This book was released on 2013-06-25 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent recession has brought fiscal policy back to the forefront, with economists and policy makers struggling to reach a consensus on highly political issues like tax rates and government spending. At the heart of the debate are fiscal multipliers, whose size and sensitivity determine the power of such policies to influence economic growth. Fiscal Policy after the Financial Crisis focuses on the effects of fiscal stimuli and increased government spending, with contributions that consider the measurement of the multiplier effect and its size. In the face of uncertainty over the sustainability of recent economic policies, further contributions to this volume discuss the merits of alternate means of debt reduction through decreased government spending or increased taxes. A final section examines how the short-term political forces driving fiscal policy might be balanced with aspects of the long-term planning governing monetary policy. A direct intervention in timely debates, Fiscal Policy after the Financial Crisis offers invaluable insights about various responses to the recent financial crisis.

Vietnam, Selected Issues

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Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Vietnam, Selected Issues by :

Download or read book Vietnam, Selected Issues written by and published by . This book was released on 2006 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Systematic Reviews

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Publisher :
ISBN 13 : 9781900640473
Total Pages : 281 pages
Book Rating : 4.6/5 (44 download)

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Book Synopsis Systematic Reviews by :

Download or read book Systematic Reviews written by and published by . This book was released on 2009 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: For adults. There is a pressing need for methodologically sound RCTs to confirm whether such interventions are helpful and, if so, for whom.