Dynamic Econometrics for Empirical Macroeconomic Modelling, Ragnar Nymoen
Автор: Angrist, J.d. Pischke, Jorn-steffen Название: Mostly harmless econometrics ISBN: 0691120358 ISBN-13(EAN): 9780691120355 Издательство: Wiley Рейтинг: Цена: 47520.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.
Автор: Wooldridge, Jeffrey Название: Introductory econometrics 7th edition ISBN: 1337558869 ISBN-13(EAN): 9781337558860 Издательство: Cengage Learning Рейтинг: Цена: 112190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Gain an understanding of how econometrics can answer today's questions in business, policy evaluation and forecasting with Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 7E. Unlike traditional texts, this book's practical, yet professional, approach demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions across a variety of disciplines. The author has organized the book's presentation around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed.
This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, the text incorporates more than 100 data sets in different formats. Updates introduce the latest developments in the field, including the recent advances in the so-called "causal effects" or "treatment effects," to provide a complete understanding of the impact and importance of econometrics today.
Автор: Ragnar Nymoen Название: Dynamic Econometrics for Empirical Macroeconomic Modelling ISBN: 9811207518 ISBN-13(EAN): 9789811207518 Издательство: World Scientific Publishing Рейтинг: Цена: 153120.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
For Masters and PhD students in Economics
A concise presentation on the mathematics of difference equations and how it is used in dynamic econometric modelling
Methods for non-stationary and co-integrated variables
Structured chapters on automatic methods for variable selection and forecasting with empirical macroeconometric models
Complete with end-of-chapter exercises and solutions
In this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.
The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.
Supplementary materials and notes are available on the publisher's website.
Автор: Ljungqvist Lars, Sargent Thomas J. Название: Recursive Macroeconomic Theory 4 ed. ISBN: 0262038668 ISBN-13(EAN): 9780262038669 Издательство: MIT Press Рейтинг: Цена: 135430.00 T Наличие на складе: Невозможна поставка. Описание:
The substantially revised fourth edition of a widely used text, offering both an introduction to recursive methods and advanced material, mixing tools and sample applications.
Recursive methods provide powerful ways to pose and solve problems in dynamic macroeconomics. Recursive Macroeconomic Theory offers both an introduction to recursive methods and more advanced material. Only practice in solving diverse problems fully conveys the advantages of the recursive approach, so the book provides many applications. This fourth edition features two new chapters and substantial revisions to other chapters that demonstrate the power of recursive methods.
One new chapter applies the recursive approach to Ramsey taxation and sharply characterizes the time inconsistency of optimal policies. These insights are used in other chapters to simplify recursive formulations of Ramsey plans and credible government policies. The second new chapter explores the mechanics of matching models and identifies a common channel through which productivity shocks are magnified across a variety of matching models. Other chapters have been extended and refined. For example, there is new material on heterogeneous beliefs in both complete and incomplete markets models; and there is a deeper account of forces that shape aggregate labor supply elasticities in lifecycle models.
The book is suitable for first- and second-year graduate courses in macroeconomics. Most chapters conclude with exercises; many exercises and examples use Matlab or Python computer programming languages.
Автор: Jia Daniel Lukui Название: Dynamic Macroeconomic Models in Emerging Market Economies: Dsge Modelling with Financial and Housing Sectors ISBN: 9811545871 ISBN-13(EAN): 9789811545870 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Clearly, a deeper understanding of the inner workings of emerging economies, particularly with respect to their socioeconomic structure and the urbanization process, is needed.The book`s extends the NCM/DSGE model to better account for significant economic and social features in emerging market economies.
Автор: Jia Daniel Lukui Название: Dynamic Macroeconomic Models in Emerging Market Economies: Dsge Modelling with Financial and Housing Sectors ISBN: 9811545901 ISBN-13(EAN): 9789811545900 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Clearly, a deeper understanding of the inner workings of emerging economies, particularly with respect to their socioeconomic structure and the urbanization process, is needed.The book`s extends the NCM/DSGE model to better account for significant economic and social features in emerging market economies.
Автор: Lee, Myoung-jae Название: Micro-Econometrics for Policy, Program and Treatment Effects ISBN: 0199267693 ISBN-13(EAN): 9780199267699 Издательство: Oxford Academ Рейтинг: Цена: 51210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the `effects` of a `treatment`, such as a drug, educational programme, or tax regime, on a response variable like an illness, GPA, or income. The book focuses on non-experimental, microeconometric estimation.
Автор: Hallin M., Lippi M., Barigozzi M., Forni M., Zaffaroni P. Название: Time Series in High Dimensions: The General Dynamic Factor Model ISBN: 9813278005 ISBN-13(EAN): 9789813278004 Издательство: World Scientific Publishing Рейтинг: Цена: 221760.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks, volatility analysis, and applications to macroeconomic and financial data.
Автор: Philipp Mohl Название: Empirical Evidence on the Macroeconomic Effects of EU Cohesion Policy ISBN: 3658138513 ISBN-13(EAN): 9783658138516 Издательство: Springer Рейтинг: Цена: 60940.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Philipp Mohl evaluates the macroeconomic effects of EU Cohesion Policy with the help of empirical methods. Moreover, the employment effects of EU Cohesion Policy seem to be conditional on the educational attainment, i.e., in particular regions with a high share of high-skilled population tend to benefit from EU funds.
Автор: Simon Kuipers; Steven Brakman; Hans Van Ees Название: Market Behaviour and Macroeconomic Modelling ISBN: 0333718364 ISBN-13(EAN): 9780333718360 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The authors analyse developments in the modelling approach to market behaviour in macroeconomic modelling and deal with the implications of market imperfections in commodity markets, capital markets and labour markets for macroeconomic modelling and stabilization policy.
Автор: Andrew J. Hughes Hallett; Peter McAdam Название: Analyses in Macroeconomic Modelling ISBN: 0792385985 ISBN-13(EAN): 9780792385981 Издательство: Springer Рейтинг: Цена: 204040.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Macroeconomic Modelling has undergone radical changes. This volume focuses on those areas which have undergone the most significant and imaginative developments. It includes specific sections on Solving Large Macroeconomic Models, Rational Expectations and Learning Approaches, Macro Dynamics, and Long Run and Closures.
Автор: Simon Kuipers; Steven Brakman; Hans Van Ees Название: Market Behaviour and Macroeconomic Modelling ISBN: 1349267341 ISBN-13(EAN): 9781349267347 Издательство: Springer Рейтинг: Цена: 135090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Market Behaviour and Macroeconomic Modelling discusses several state-of-the-art developments in the modelling approach to market behaviour in macroeconomic modelling.
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