A history of macroeconometric model-building / Ronald G. Bodkin, Lawrence R. Klein, Kanta Maewah
| A history of macroeconometric model-building / Ronald G. Bodkin, Lawrence R. Klein, Kanta Maewah |
| Autore | BODKIN, Ronald G. |
| Pubbl/distr/stampa | Aldershot : E. Elgar, 1993 |
| Descrizione fisica | XVII, 573 p. ; 24 cm |
| Disciplina | 339.015195 |
| Altri autori (Persone) |
KLEIN, Lawrence R.
MARWAH, Kanta |
| Soggetto topico | Macroeconomia - Modelli matematici |
| ISBN | 1-85278-369-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990000428190203316 |
BODKIN, Ronald G.
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| Aldershot : E. Elgar, 1993 | ||
| Lo trovi qui: Univ. di Salerno | ||
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The ABCs of RBCs : an introduction to dynamic macroeconomic models / George McCandless
| The ABCs of RBCs : an introduction to dynamic macroeconomic models / George McCandless |
| Autore | McCandless, George T. |
| Pubbl/distr/stampa | Cambridge, MA : Harvard University Pres, 2008 |
| Descrizione fisica | xiv, 421 p. ; 24 cm |
| Disciplina | 339.015195 |
| Soggetto topico | Macroeconomia - Modelli econometrici |
| ISBN | 9780674028142 (alk. paper) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000813819707536 |
McCandless, George T.
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| Cambridge, MA : Harvard University Pres, 2008 | ||
| Lo trovi qui: Univ. del Salento | ||
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Computational methods for the study of dynamic economies / edited by Ramon Marimon, Andrew Scott
| Computational methods for the study of dynamic economies / edited by Ramon Marimon, Andrew Scott |
| Pubbl/distr/stampa | Oxford : Oxford University Press, 1999 |
| Descrizione fisica | xi, 280 p. ; 24 cm |
| Disciplina | 339.015195 |
| Altri autori (Persone) |
Marimon, Ramon
Scott, Andrew |
| Soggetto topico |
Dinamica economica - Modelli matematici - Elaborazione elettronica dei dati
Equilibrio economico - Modelli matematici - Elaborazione elettronica dei dati |
| ISBN | 0199248273 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000271879707536 |
| Oxford : Oxford University Press, 1999 | ||
| Lo trovi qui: Univ. del Salento | ||
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The Econometrics of Macroeconomic Modelling [[electronic resource]]
| The Econometrics of Macroeconomic Modelling [[electronic resource]] |
| Autore | Bårdsen Gunnar |
| Pubbl/distr/stampa | Oxford, : Oxford University Press, UK, 2005 |
| Descrizione fisica | 1 online resource (361 p.) |
| Disciplina | 339.015195 |
| Altri autori (Persone) |
EitrheimOyvind
JansenEilev S. <1948-> NymoenRagnar |
| Collana | Advanced Texts in Econometrics |
| Soggetto topico |
Econometrics
Macroeconomics Macroeconomics - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-90472-0
0-19-152987-7 1-4356-0994-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910452000003321 |
Bårdsen Gunnar
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| Oxford, : Oxford University Press, UK, 2005 | ||
| Lo trovi qui: Univ. Federico II | ||
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The Econometrics of Macroeconomic Modelling [[electronic resource]]
| The Econometrics of Macroeconomic Modelling [[electronic resource]] |
| Autore | Bårdsen Gunnar |
| Pubbl/distr/stampa | Oxford, : Oxford University Press, UK, 2005 |
| Descrizione fisica | 1 online resource (361 p.) |
| Disciplina | 339.015195 |
| Altri autori (Persone) |
EitrheimOyvind
JansenEilev S. <1948-> NymoenRagnar |
| Collana | Advanced Texts in Econometrics |
| Soggetto topico |
Econometrics
Macroeconomics Macroeconomics - Mathematical models |
| ISBN |
1-280-90472-0
0-19-152987-7 1-4356-0994-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910778256403321 |
Bårdsen Gunnar
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| Oxford, : Oxford University Press, UK, 2005 | ||
| Lo trovi qui: Univ. Federico II | ||
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Global Business Cycles : : Convergence or Decoupling? / / Ayhan Kose, Eswar Prasad, Christopher Otrok
| Global Business Cycles : : Convergence or Decoupling? / / Ayhan Kose, Eswar Prasad, Christopher Otrok |
| Autore | Kose Ayhan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (51 p.) |
| Disciplina | 339.015195 |
| Altri autori (Persone) |
OtrokChristopher
PrasadEswar |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Econometric models
Globalization Business cycles Classification Methods Cluster Analysis Consumption Econometric models Econometrics & economic statistics Econometrics Economic growth Economics Emerging and frontier financial markets Factor Models Factor models Finance Finance: General Financial services industry General Financial Markets: General (includes Measurement and Data) Globalization: General Macroeconomics Macroeconomics: Consumption Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Principal Components Saving Wealth |
| ISBN |
9786612840944
9781462339655 1462339654 9781452783390 145278339X 9781451870015 1451870019 9781282840942 1282840940 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology and Data; A. A Dynamic Factor Model; B. Advantages of Dynamic Factor Models; C. Variance Decompositions; D. Data; III. Dynamic Factors and Episodes of Business Cycles; A. Evolution of the Global and Group-Specific Factors; B. Country Factors and Domestic Economic Activity; IV. Sources of Business Cycle Fluctuations: 1960-2005; A. Common Cycles: Global and Country-Specific Factors; B. National Cycles: Country and Idiosyncratic Factors; C. Summary; V. Globalization and the Evolution of International Business Cycles; A. Convergence or Decoupling?
B. Consumption ComovementC. Dynamics of Investment; D. Summary; VI. Sensitivity Experiments; A. Results for Sub-groups of Countries; B. Changes in the Importance of Global and Group Factors; C. Implications of Crises; D. Alternative Breakpoints; VII. Conclusion; References; Appendices; I. A Bayesian Approach to Estimating Dynamic Factor Models; II. Testing for Structural Breaks; III. List of Countries; Tables; 1. Variance Decompositions-All Groups; 2. Variance Decompositions-Industrial Country Subsamples; 3. Variance Decompositions-All Groups 4. Variance Decompositions-Industrial Country Subsamples5. Variance Decompositions-Emerging Economy Subsamples; 6. Variance Decompositions-Other Developing Economy Subsamples; Figures; 1. Global and Group-Specific Factors; 2. Output Growth and Estimated Factors for Selected Countries; 3. Average Variance Explained by the Global and Group Factors; 4. Average Variance Explained by Global and Group Factors; 5. Average Variance Explained by Global Factor; 6. Average Variance Explained by Group Specific Factors; 7. Average Variance Explained by Global and Group-Specific Factors-All Countries 8. Output Variance Explained by Global Factor9. Output Variance Explained by Group Factor |
| Record Nr. | UNINA-9910968418703321 |
Kose Ayhan
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
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L' aggregazione nei modelli dinamici / Mario Forni
| L' aggregazione nei modelli dinamici / Mario Forni |
| Autore | FORNI, Mario |
| Pubbl/distr/stampa | Bologna : Clueb, 1990 |
| Descrizione fisica | 112 p. ; 22 cm |
| Disciplina |
339.015195
339 |
| Collana | Collana di economia generale |
| Soggetto topico | Macroeconomia - Modelli matematici |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990000594420203316 |
FORNI, Mario
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| Bologna : Clueb, 1990 | ||
| Lo trovi qui: Univ. di Salerno | ||
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Macroeconometric models / / Wladyslaw Welfe
| Macroeconometric models / / Wladyslaw Welfe |
| Autore | Welfe Wladyslaw |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg, : Springer, 2013 |
| Descrizione fisica | 1 online resource (434 p.) |
| Disciplina | 339.015195 |
| Collana | Advanced studies in theoretical and applied econometrics |
| Soggetto topico |
Macroeconomics
Economics - Methodology |
| ISBN |
1-299-33790-2
3-642-34468-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Macroeconometric Models; Foreword by Lawrence R. Klein; Foreword by Carlo D'Adda; Contents; Abbreviations; List of Figures; List of Tables; Part I: The History in Outline; Chapter 1: Introduction; References; Chapter 2: The Origins of Macroeconometric Models; 2.1 First Attempts of the Quantitative Description of National Economies; 2.2 General Equilibrium Models; 2.3 Models of Business Cycles; 2.4 J.M. Keynes' Macroeconomic Theory; References; Chapter 3: Macroeconometric Models of the United States and Canada; 3.1 First Macromodels by L.R. Klein; 3.2 The Klein-Goldberger Model
3.3 The Quarterly Macroeconometric Models. The Brookings Model3.4 Models Developed at Public and Commercial Institutions. Models Built by Individual Scholars or Groups of Scholars; 3.4.1 The Wharton Models; 3.4.2 The DRI Model; 3.4.3 The Michigan Model; 3.4.4 The BEA Model; 3.4.5 The MPS Model; 3.4.6 The Hickman-Coen Model; 3.4.7 The Fair Model; 3.4.8 The St. Louis Model; 3.4.9 The Liu-Hwa Model; 3.5 Models of the US Economy in the 1990s and Later; 3.5.1 The DRI Model; 3.5.2 The Quarterly WEFA Model; 3.5.3 The Quarterly DRI-WEFA Model-The GLOBAL INSIGHT Model 3.5.4 The Quarterly Michigan Econometric Model and S. Hymans RSQE Model3.5.5 The Current Quarterly Model; 3.5.6 The FRB/US Model; 3.5.7 The Fair MC Model; 3.6 The Macroeconometric Models of Canada; 3.6.1 The Models of the Government of Canada; 3.6.2 The Rhomberg Model; 3.6.3 The Bank of Canada Models; 3.6.4 The University of Toronto Models; 3.6.5 The CANDIDE Model; 3.6.6 Other Models; 3.6.7 Models Constructed in the 1990s and Later; References; Chapter 4: Modelling Activities in Europe. Macroeconometric Models of the United Kingdom; 4.1 Introduction 4.2 First Macroeconometric Models of the UK Economy4.3 The Annual Multisectoral Model of the UK Economy; 4.4 The Quarterly Models; 4.4.1 The London Business School (LBS) Model; 4.4.2 The National Institute of Economic and Social Research (NIESR) Model; 4.4.3 The H.M. Treasury Model; 4.4.4 The Bank of England Model; 4.4.5 The Liverpool University (LPL) Model; 4.5 From Keynesian to Neoclassical Specification; 4.5.1 Supply Side and Production Functions; 4.5.2 Modelling Labour Markets; 4.5.3 Rational Expectations; 4.6 Developments in the Last Twenty Years 4.6.1 The Oxford Economic Forecasting Model4.6.2 Reconstruction of the LBS Model; 4.6.3 The COMPACT Model; 4.6.4 The Bank of England Models; 4.6.5 ESRC Macroeconomic Modelling Bureau; 4.6.6 The Long-Run Structural Macroeconometric Model; References; Chapter 5: Models of the French Economy; 5.1 Annual Models and Indicative Planning; 5.1.1 FIFI Model; 5.1.2 The Annual Forecasting INSEE Models; 5.2 Annual Models of the Second Generation; 5.2.1 The Annual DMS Model; 5.2.2 The Annual GAMA Models; 5.2.3 Other Annual Models; 5.3 Quarterly Models of the French Economy; 5.3.1 The METRIC Model 5.3.2 The PROTEE Model |
| Record Nr. | UNINA-9910438080303321 |
Welfe Wladyslaw
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| Berlin ; ; Heidelberg, : Springer, 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelli macroeconometrici : aspetti metodologici e operativi / Roberto Golinelli
| Modelli macroeconometrici : aspetti metodologici e operativi / Roberto Golinelli |
| Autore | Golinelli, Roberto |
| Pubbl/distr/stampa | Bologna : CLUEB, 1995 |
| Descrizione fisica | 114 p. ; 24 cm |
| Disciplina | 339.015195 |
| Collana | Collana di economia applicata |
| Soggetto non controllato | MacroeconomiaModelli matematici |
| ISBN | 88-8091-149-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Titolo uniforme | |
| Record Nr. | UNIPARTHENOPE-000019652 |
Golinelli, Roberto
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| Bologna : CLUEB, 1995 | ||
| Lo trovi qui: Univ. Parthenope | ||
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Modelli macroeconometrici : aspetti metodologici e operativi / Roberto Golinelli
| Modelli macroeconometrici : aspetti metodologici e operativi / Roberto Golinelli |
| Autore | GOLINELLI, Roberto |
| Pubbl/distr/stampa | Bologna : CLUEB (, 1995) |
| Descrizione fisica | 114 p. ; 24 cm |
| Disciplina | 339.015195 |
| Collana | Collana di economia applicata |
| Soggetto topico | Macroeconomia - Modelli matematici |
| ISBN | 88-8091-149-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990000669650203316 |
GOLINELLI, Roberto
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| Bologna : CLUEB (, 1995) | ||
| Lo trovi qui: Univ. di Salerno | ||
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