1.

Record Nr.

UNINA9910452000003321

Autore

Bårdsen Gunnar

Titolo

The Econometrics of Macroeconomic Modelling [[electronic resource]]

Pubbl/distr/stampa

Oxford, : Oxford University Press, UK, 2005

ISBN

1-280-90472-0

0-19-152987-7

1-4356-0994-8

Descrizione fisica

1 online resource (361 p.)

Collana

Advanced Texts in Econometrics

Altri autori (Persone)

EitrheimOyvind

JansenEilev S. <1948->

NymoenRagnar

Disciplina

339.015195

Soggetti

Econometrics

Macroeconomics

Macroeconomics - Mathematical models

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di contenuto

Contents; List of Figures; List of Tables; List of Abbreviations; 1 Introduction; 2 Methodological issues of large-scale macromodels; 3 Inflation in open economies: the main-course model; 4 The Phillips curve; 5 Wage bargaining and price-setting; 6 Wage-price dynamics; 7 The New Keynesian Phillips curve; 8 Money and inflation; 9 Transmission channels and model properties; 10 Evaluation of monetary policy rules; 11 Forecasting using econometric models; Appendix; Bibliography; Author Index; Subject Index

Sommario/riassunto

Macroeconometric models, in many ways the flagships of the economist's profession in the 1960's, came under increasing attack from both theoretical economist and practitioners in the late 1970's. Critics referred to their lack of microeconomic theoretical foundations, ad hoc models of expectations, lack of identification, neglect of dynamics and non-stationarity, and poor forecasting properties. By the start of the 1990's, the status of macroeconometric models had declined markedly,. and had fallen completely out of, and with,



academic economics. Nevertheless, unlike the dinosaurs to which they