Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download A Cointegration Approach To Estimating Preference Parameters full books in PDF, epub, and Kindle. Read online A Cointegration Approach To Estimating Preference Parameters ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Masao Ogaki
Publisher :
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.3/5 ( download)
Download or read book A Cointegration Approach to Estimating Preference Parameters written by Masao Ogaki and published by . This book was released on 1989 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Cunningham Wood
Publisher : Taylor & Francis
ISBN 13 : 9780415310635
Total Pages : 464 pages
Book Rating : 4.3/5 (16 download)
Download or read book Paul A. Samuelson written by John Cunningham Wood and published by Taylor & Francis. This book was released on 2005 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Samuelson is a key figure in economic thinking. This gathers the essential assessments of this important economist, and provides an unparalleled insight into his lasting impact on economics.
Author : Laszlo Matyas
Publisher : Cambridge University Press
ISBN 13 : 9780521669672
Total Pages : 332 pages
Book Rating : 4.6/5 (696 download)
Download or read book Generalized Method of Moments Estimation written by Laszlo Matyas and published by Cambridge University Press. This book was released on 1999-04-13 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.
Author : International Monetary Fund. Research Dept.
Publisher : International Monetary Fund
ISBN 13 : 1451957092
Total Pages : 268 pages
Book Rating : 4.4/5 (519 download)
Download or read book IMF Staff papers, Volume 43 No. 1 written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 1996-01-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper extends a standard growth model and obtains consistent panel data estimates of the growth retarding effects of military spending via its adverse impact on capital formation and resource allocation. Simulation experiments suggest that a substantial long-term “peace dividend”—in the form of higher capacity output—may result from markedly lower military expenditure levels achieved in most regions during the late 1980s, and the further military spending cuts that would be possible if global peace could be secured.
Author : Christopher A. Sims
Publisher : Cambridge University Press
ISBN 13 : 9780521566100
Total Pages : 334 pages
Book Rating : 4.5/5 (661 download)
Download or read book Advances in Econometrics: Volume 1 written by Christopher A. Sims and published by Cambridge University Press. This book was released on 1996-03-07 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first of a two-volume set of articles reflecting the current state of research in econometrics.
Author : James D. Hamilton
Publisher : Princeton University Press
ISBN 13 : 0691218633
Total Pages : 820 pages
Book Rating : 4.6/5 (912 download)
Download or read book Time Series Analysis written by James D. Hamilton and published by Princeton University Press. This book was released on 2020-09-01 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt: An authoritative, self-contained overview of time series analysis for students and researchers The past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems—including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter—in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results. This invaluable book starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.
Author : Jean-Marie Dufour
Publisher : Springer Science & Business Media
ISBN 13 : 3642487424
Total Pages : 248 pages
Book Rating : 4.6/5 (424 download)
Download or read book New Developments in Time Series Econometrics written by Jean-Marie Dufour and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.
Author : Amalia Morales Zumaquero
Publisher : Nova Publishers
ISBN 13 : 9781594549014
Total Pages : 426 pages
Book Rating : 4.5/5 (49 download)
Download or read book International Macroeconomics written by Amalia Morales Zumaquero and published by Nova Publishers. This book was released on 2006 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The international macroeconomics area has experienced substantial growth over the past decade. The goal of this volume is to present the most important developments in the international macroeconomics field in recent years. The literature in this area has evolved mainly in four directions that constitute the four parts of this book. In particular, Part I focuses on the purchasing power parity (PPP) puzzle, Part II presents papers that try to explain the behaviour of nominal and real exchange rates, Part III covers the financial crises, currency crises and contagion recent literature and, finally, the behaviour of exchange rates, inflation and output convergence in Central and Eastern European transition economies are considered in Part IV.
Author :
Publisher :
ISBN 13 :
Total Pages : 794 pages
Book Rating : 4.4/5 (76 download)
Download or read book Journal of Econometrics written by and published by . This book was released on 1997 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Kennedy
Publisher : John Wiley & Sons
ISBN 13 : 1405182571
Total Pages : 608 pages
Book Rating : 4.4/5 (51 download)
Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Author : J. Drèze
Publisher : Springer
ISBN 13 : 033399275X
Total Pages : 377 pages
Book Rating : 4.3/5 (339 download)
Download or read book Advances in Macroeconomic Theory written by J. Drèze and published by Springer. This book was released on 2001-08-02 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leading world scholars analyze a range of specific departures from general equilibrium theory which have significant implications for the macroeconomic analysis of both developed and developing economies. Jacques Drèze considers uncertainty and incomplete markets and Nobel Laureate Robert Solow relates growth theory to the macroeconomic framework. Other issues examined are the implications for macro-policy of new research, including Joseph Stiglitz's warning on the misplaced zeal for financial market liberalization which partly engendered the East Asian and Russian crises.
Author : International Monetary Fund. Research Dept.
Publisher : International Monetary Fund
ISBN 13 : 1451947208
Total Pages : 208 pages
Book Rating : 4.4/5 (519 download)
Download or read book IMF Staff papers written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 1995-01-01 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops an endogenous growth model of the influence of public investment, public transfers, and distortionary taxation on the rate of economic growth. The growth–enhancing effects of investment in public capital and transfer payments are modeled, as is the growth–inhibiting influence of the levying of distortionary taxes that are used to fund such expenditure. The theoretical implications of the model are then tested with data from 23 developed countries between 1971 and 1988, and time series cross sectional results are obtained that support the proposed influence of the public finance variables on economic growth.
Author : Sven-Morten Mentzel
Publisher : Springer Science & Business Media
ISBN 13 : 3642590179
Total Pages : 114 pages
Book Rating : 4.6/5 (425 download)
Download or read book Real Exchange Rate Movements written by Sven-Morten Mentzel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: One aim of this book is to examine the causes of fluctuations in the mark/dollar, pound/dollar, and yen/dollar real exchange rates for the period 1972-1994 with quarterly data to determine appropriate policy recommendations to reduce these movements. A second aim is to investigate whether the three real exchange rates are covariance-stationary or not and to which extent they are covariance-stationary, respectively. These aims are reached by using a two-country overshooting model for real exchange rates with real government expenditure and by applying Johansen's maximum likelihood cointegration procedure and a factor model of Gonzalo and Granger to this model.
Author : Olivier Blanchard
Publisher : MIT Press
ISBN 13 : 9780262521659
Total Pages : 392 pages
Book Rating : 4.5/5 (216 download)
Download or read book NBER Macroeconomics Annual 1991 written by Olivier Blanchard and published by MIT Press. This book was released on 1991 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the sixth in a series of annuals from the National Bureau of EconomicResearch that are designed to stimulate research on problems in applied economics, to bring frontiertheoretical developments to a wider audience, and to accelerate the interaction between analyticaland empirical research in macroeconomics.Olivier Blanchard and Stanley Fischer are both Professorsof Economics at MIT.Contents: Pitfalls and Opportunities: What Macroeconomists Should Know aboutUnit Roots, John Y. Campbell and Pierre Perron. Markups and the Business Cycle, Julio Rotemberg andMichael Woodford. Privatization in Eastern Europe: Incentives and the Economics of Transition, JeanTirole. The EMS, the EMU, and the Transition to a Common Currency, Kenneth A. Froot and Kenneth S.Rogoff. Growth, Macroeconomics, and Development, Stanley S. Fischer. Recessions as Reorganizations,Robert E. Hall.
Author : Takatoshi Ito
Publisher : University of Chicago Press
ISBN 13 : 0226387062
Total Pages : 471 pages
Book Rating : 4.2/5 (263 download)
Download or read book Fiscal Policy and Management in East Asia written by Takatoshi Ito and published by University of Chicago Press. This book was released on 2009-02-15 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: Managing fiscal policy—the revenues and spending of an individual nation—is among the most challenging tasks facing governments. Wealthy countries are constrained by complex regulation and taxation policies, while developing nations often face high inflation and trade taxes. In this volume, esteemed economists Takatoshi Ito and Andrew K. Rose, along with other leading experts, examine the problems and challenges facing public finance in East Asian developing countries as well as the United States and Japan. Fiscal Policy and Management in East Asia explores the inefficient tax systems of many developing countries, the relationship between public and private sector economic behavior, and the pressing issue of future obligations that governments have undertaken to provide pensions and health care for their citizens. Featuring both overviews and analyses of the countries discussed, this book will be of value to economists and policymakers seeking to understand fiscal policy in a global context.
Author : Takatoshi Ito
Publisher : University of Chicago Press
ISBN 13 : 0226386937
Total Pages : 466 pages
Book Rating : 4.2/5 (263 download)
Download or read book Changes in Exchange Rates in Rapidly Developing Countries written by Takatoshi Ito and published by University of Chicago Press. This book was released on 2007-12-01 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: The exchange rate is a crucial variable linking a nation's domestic economy to the international market. Thus choice of an exchange rate regime is a central component in the economic policy of developing countries and a key factor affecting economic growth. Historically, most developing nations have employed strict exchange rate controls and heavy protection of domestic industry-policies now thought to be at odds with sustainable and desirable rates of economic growth. By contrast, many East Asian nations maintained exchange rate regimes designed to achieve an attractive climate for exports and an "outer-oriented" development strategy. The result has been rapid and consistent economic growth over the past few decades. Changes in Exchange Rates in Rapidly Developing Countries explores the impact of such diverse exchange control regimes in both historical and regional contexts, focusing particular attention on East Asia. This comprehensive, carefully researched volume will surely become a standard reference for scholars and policymakers.
Author : Shinichi Nishiyama
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Cross-Euler Equation Approach to Intertemporal Substitution in Import Demand written by Shinichi Nishiyama and published by . This book was released on 2002 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
