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Author : Gerard A. Pfann
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (63 download)
Download or read book Economic Crisis and the Asymmetric Multivariate Flexible Accelerator Model written by Gerard A. Pfann and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gerard A. Pfann
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (72 download)
Download or read book Economic Crisis and the Asymmetric Mutivariate Flexible Flexible Accelerator Model written by Gerard A. Pfann and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Larry G. Epstein
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.3/5 (9 download)
Download or read book The Multivariate Flexible Accelerator Model written by Larry G. Epstein and published by . This book was released on 1980 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gerard A. Pfann
Publisher : Springer
ISBN 13 : 3642456766
Total Pages : 168 pages
Book Rating : 4.6/5 (424 download)
Download or read book Dynamic Modelling of Stochastic Demand for Manufacturing Employment written by Gerard A. Pfann and published by Springer. This book was released on 2013-12-21 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book interrelated factor demand models are surveyed. New methods are developed and are analysed empirically using Dutch and U.K. time series data. New methods are discussed for obtaining closed form solutions of linear ratinal expectations models, providing deeper insights into the identification of structural parameters of underlying theoretical models; recently developed time series techniques are applied in order to estimate structural parameters and test for model specification, stationarity and stability through time; new models are developed in which the rather stringent and questionable restrictions of symmetry generally imposed upon stochastic adjustment models of labour demand are relaxed, the models are analysed empirically using time series data of Dutch and U.K. manufacturing production and nonproduction workers.
Author :
Publisher :
ISBN 13 :
Total Pages : 758 pages
Book Rating : 4.3/5 (91 download)
Download or read book Economic Sciences in the Netherlands written by and published by . This book was released on 1989 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. C. van Ours
Publisher : North Holland
ISBN 13 :
Total Pages : 408 pages
Book Rating : 4.F/5 ( download)
Download or read book Labor Demand and Equilibrium Wage Formation written by J. C. van Ours and published by North Holland. This book was released on 1993 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new economics of labor demand and personnel is presented in this collection of 14 original essays. The main purpose of the volume is to bridge the existing knowledge application gap. Particular attention is paid to nonlinear labor demand dynamics and equilibrium models for job flows, search, and wage growth. At the end of each paper a comment by an expert reviewer is provided.
Author : Imad A. Moosa
Publisher : Edward Elgar Publishing
ISBN 13 : 1785369954
Total Pages : 253 pages
Book Rating : 4.7/5 (853 download)
Download or read book Econometrics as a Con Art written by Imad A. Moosa and published by Edward Elgar Publishing. This book was released on 2017-07-28 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance.
Author : Daron Acemoglu
Publisher : Princeton University Press
ISBN 13 : 1400835771
Total Pages : 1009 pages
Book Rating : 4.4/5 (8 download)
Download or read book Introduction to Modern Economic Growth written by Daron Acemoglu and published by Princeton University Press. This book was released on 2008-12-15 with total page 1009 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Modern Economic Growth is a groundbreaking text from one of today's leading economists. Daron Acemoglu gives graduate students not only the tools to analyze growth and related macroeconomic problems, but also the broad perspective needed to apply those tools to the big-picture questions of growth and divergence. And he introduces the economic and mathematical foundations of modern growth theory and macroeconomics in a rigorous but easy to follow manner. After covering the necessary background on dynamic general equilibrium and dynamic optimization, the book presents the basic workhorse models of growth and takes students to the frontier areas of growth theory, including models of human capital, endogenous technological change, technology transfer, international trade, economic development, and political economy. The book integrates these theories with data and shows how theoretical approaches can lead to better perspectives on the fundamental causes of economic growth and the wealth of nations. Innovative and authoritative, this book is likely to shape how economic growth is taught and learned for years to come. Introduces all the foundations for understanding economic growth and dynamic macroeconomic analysis Focuses on the big-picture questions of economic growth Provides mathematical foundations Presents dynamic general equilibrium Covers models such as basic Solow, neoclassical growth, and overlapping generations, as well as models of endogenous technology and international linkages Addresses frontier research areas such as international linkages, international trade, political economy, and economic development and structural change An accompanying Student Solutions Manual containing the answers to selected exercises is available (978-0-691-14163-3/$24.95). See: http://press.princeton.edu/titles/8970.html. For Professors only: To access a complete solutions manual online, email us at: [email protected]
Author : Magnus Saxegaard
Publisher : International Monetary Fund
ISBN 13 : 1451918690
Total Pages : 47 pages
Book Rating : 4.4/5 (519 download)
Download or read book An Estimated Model with Macrofinancial Linkages for India written by Magnus Saxegaard and published by International Monetary Fund. This book was released on 2010-01-01 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops a small open economy dynamic stochastic general-equilibrium model with macrofinancial linkages. The model includes a financial accelerator--entrepreneurs are assumed to partially finance investment using domestic and foreign currency debt--to assess the importance of financial frictions in the amplification and propagation of the effects of transitory shocks. We use Bayesian estimation techniques to estimate the model using India data. The model is used to assess the importance of the financial accelerator in India and the optimality of monetary policy.
Author : Dani Rodrik
Publisher : Oxford University Press, USA
ISBN 13 : 0198736894
Total Pages : 268 pages
Book Rating : 4.1/5 (987 download)
Download or read book Economics Rules written by Dani Rodrik and published by Oxford University Press, USA. This book was released on 2015 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: A leading economist trains a lens on his own discipline to uncover when it fails and when it works.
Author : Hans-Martin Krolzig
Publisher : Springer Science & Business Media
ISBN 13 : 364251684X
Total Pages : 369 pages
Book Rating : 4.6/5 (425 download)
Download or read book Markov-Switching Vector Autoregressions written by Hans-Martin Krolzig and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have become popular for modelling non-linearities and regime shifts, mainly, in univariate eco nomic time series. This study is intended to provide a systematic and operational ap proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Markov-switching vector autoregressive model. The study presents a comprehensive analysis of the theoretical properties of Markov-switching vector autoregressive processes and the related statistical methods. The statistical concepts are illustrated with applications to empirical business cyde research. This monograph is a revised version of my dissertation which has been accepted by the Economics Department of the Humboldt-University of Berlin in 1996. It con sists mainly of unpublished material which has been presented during the last years at conferences and in seminars. The major parts of this study were written while I was supported by the Deutsche Forschungsgemeinschajt (DFG), Berliner Graduier tenkolleg Angewandte Mikroökonomik and Sondeiforschungsbereich 373 at the Free University and Humboldt-University of Berlin. Work was finally completed in the project The Econometrics of Macroeconomic Forecasting founded by the Economic and Social Research Council (ESRC) at the Institute of Economies and Statistics, University of Oxford. It is a pleasure to record my thanks to these institutions for their support of my research embodied in this study.
Author : World Bank Group
Publisher : World Bank Publications
ISBN 13 : 1464816131
Total Pages : 412 pages
Book Rating : 4.4/5 (648 download)
Download or read book Global Economic Prospects, January 2021 written by World Bank Group and published by World Bank Publications. This book was released on 2021-03-23 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although the global economy is emerging from the collapse triggered by COVID-19, the recovery is likely to be subdued, and global GDP is projected to remain well below its pre-pandemic trend for a prolonged period. Several risks cloud the outlook, including those related to the pandemic and to rapidly rising debt. The pandemic has further diminished already-weak growth prospects for the next decade. Decisive policy actions will be critical in raising the likelihood of better growth outcomes while warding off worse ones. Immediate priorities include supporting vulnerable groups and ensuring a prompt and widespread vaccination process to bring the pandemic under control. Although macroeconomic policy support will continue to be important, limited fiscal policy space amid high debt highlights the need for an ambitious reform agenda that bolsters growth prospects. To address many of these challenges, global cooperation will be key. Global Economic Prospects is a World Bank Group Flagship Report that examines global economic developments and prospects, with a special focus on emerging market and developing economies, on a semiannual basis (in January and June). The January edition includes in-depth analyses of topical policy challenges faced by these economies, while the June edition contains shorter analytical pieces.
Author : Wayne Ferson
Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Author : David F. Hendry
Publisher : MIT Press
ISBN 13 : 9780262582421
Total Pages : 236 pages
Book Rating : 4.5/5 (824 download)
Download or read book Understanding Economic Forecasts written by David F. Hendry and published by MIT Press. This book was released on 2003 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: How to interpret and evaluate economic forecasts and the uncertainties inherent in them.
Author : Paul Pennings
Publisher : SAGE
ISBN 13 : 1848606079
Total Pages : 335 pages
Book Rating : 4.8/5 (486 download)
Download or read book Doing Research in Political Science written by Paul Pennings and published by SAGE. This book was released on 2005-11-11 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an immensely helpful book for students starting their own research... an excellent introduction to the comparative method giving an authoritative overview over the research process - Klaus Armingeon, University of Bern Doing Research in Political Science is the book for mastering the comparative method in all the social sciences - Jan-Erik Lane, University of Geneva This book has established itself as a concise and well-readable text on comparative methods and statistics in political science I...strongly recommend it. - Dirk Berg-Schlosser, Philipps-University Marburg This thoroughly revised edition of the popular textbook offers an accessible but comprehensive introduction to comparative research methods and statistics for students of political science. Clearly organized around three parts, the text introduces the main theories and methodologies used in the discipline. Part 1 frames the comparative approach within the methodological framework of the political and social sciences. Part 2 introduces basic descriptive and inferential statistical methods as well as more advanced multivariate methods used in quantitative political analysis. Part 3 applies the methods and techniques of Parts 1 & 2 to research questions drawn from contemporary themes and issues in political science. Incorporating practice exercises, ideas for further reading and summary questions throughout, Doing Research in Political Science provides an invaluable step-by-step guide for students and researchers in political science, comparative politics and empirical political analysis.
Author : Jan Joost Teunissen
Publisher :
ISBN 13 :
Total Pages : 180 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Crisis that was Not Prevented written by Jan Joost Teunissen and published by . This book was released on 2003 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chang-Jin Kim
Publisher : Mit Press
ISBN 13 : 9780262112383
Total Pages : 297 pages
Book Rating : 4.1/5 (123 download)
Download or read book State-space Models with Regime Switching written by Chang-Jin Kim and published by Mit Press. This book was released on 1999 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that have both features. One approach, in the classical framework, approximates the likelihood function; the other, in the Bayesian framework, uses Gibbs-sampling to simulate posterior distributions from data.The authors present numerous applications of these approaches in detail: decomposition of time series into trend and cycle, a new index of coincident economic indicators, approaches to modeling monetary policy uncertainty, Friedman's "plucking" model of recessions, the detection of turning points in the business cycle and the question of whether booms and recessions are duration-dependent, state-space models with heteroskedastic disturbances, fads and crashes in financial markets, long-run real exchange rates, and mean reversion in asset returns.
