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A continuous time econometric model of the United Kingdom with stochastic trends /
This 2007 monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Cambridge University Press,
2007.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Bergstrom, A. R. |q (Albert Rex) | |
| 245 | 1 | 2 | |a A continuous time econometric model of the United Kingdom with stochastic trends / |c Albert Rex Bergstrom, Khalid Ben Nowman. |
| 260 | |a New York : |b Cambridge University Press, |c 2007. | ||
| 300 | |a 1 online resource (xxi, 290 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references (pages 269-284) and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 505 | 0 | |a Cover; Title; Copyright; Dedication; Contents; List of Figures and Tables; Foreword; Preface; 1 Introduction to Continuous Time Modelling; 1.1 Introduction; 1.2 Why Model in Continuous Time; 1.3 Introduction to General Continuous Time Models; 1.4 Continuous Time Models in Finance; 1.5 Continuous Time Macroeconomic Modelling; 1.6 Policy Analysis in Continuous Time Macroeconomic Models; 1.7 Stochastic Trends in Econometric Models; 1.8 An Outline of Contents; 2 Continuous Time Econometrics with Stochastic Trends; 2.1 Introduction; 2.2 The Continuous Time Model | |
| 505 | 8 | |a 2.3 The Exact Discrete Model and Its VARMAX Representation2.4 Estimation and Forecasting; 2.5 Conclusion; Appendix A: Formulae for the Coefficient Matrices of Exact Discrete Model; Appendix B: Formulae for the Autocovariance Matrices; 3 Model Specification; 3.1 Introduction; 3.2 Equations and General Properties of the Model; Endogenous Variables; Exogenous Variables; Unobservable Trend Variables; Structural Equations; 3.3 Private Consumption; 3.4 Residential Fixed Capital; 3.5 Employment; 3.6 Private Non-Residential Fixed Capital; 3.7 Output; 3.8 Price Level; 3.9 Wage Rate; 3.10 Interest Rate | |
| 505 | 8 | |a 3.11 Imports3.12 Non-Oil Exports; 3.13 Transfers Abroad; 3.14 Real Profits Interest and Dividends from Abroad; 3.15 Cumulative Net Real Investment Abroad; 3.16 Exchange Rate; 3.17 Stocks; 3.18 Conclusion; Appendix A: Derivation of General Adjustment Equations; Appendix B: Distributed Lag Relations; 4 Steady State and Stability Analysis; 4.1 Introduction; 4.2 The Steady State; 4.3 Stability Analysis; 4.4 Stability and Bifurcations; 4.5 Conclusion; Appendix A: Steady State Level Parameters; Appendix B: Transformed Model; 5 Empirical Estimation of the Model and Derived Results; 5.1 Introduction | |
| 505 | 8 | |a 5.2 Estimation from United Kingdom Data5.3 Time Lag Distributions; 5.4 Steady State and Stability Properties; 5.5 Post-Sample Forecasting Performance; 5.6 Conclusion; Appendix A: Linear Approximation about Sample Means; Appendix B: Data; References; Author Index; Subject Index | |
| 520 | |a This 2007 monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. | ||
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 651 | 0 | |a Great Britain |x Economic policy |x Econometric models. | |
| 650 | 0 | |a Finance |z Great Britain |x Econometric models. | |
| 650 | 0 | |a Econometric models. | |
| 650 | 0 | |a Stochastic processes. | |
| 651 | 6 | |a Grande-Bretagne |x Politique économique |x Modèles économétriques. | |
| 650 | 6 | |a Finances |z Grande-Bretagne |x Modèles économétriques. | |
| 650 | 6 | |a Modèles économétriques. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economic Conditions. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economic History. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x Comparative. |2 bisacsh | |
| 650 | 7 | |a POLITICAL SCIENCE |x Economic Conditions. |2 bisacsh | |
| 650 | 7 | |a Econometric models. |2 fast |0 (OCoLC)fst00901567 | |
| 650 | 7 | |a Economic policy |x Econometric models. |2 fast |0 (OCoLC)fst00902034 | |
| 650 | 7 | |a Finance |x Econometric models. |2 fast |0 (OCoLC)fst00924377 | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 (OCoLC)fst01133519 | |
| 651 | 7 | |a Great Britain. |2 fast |0 (OCoLC)fst01204623 | |
| 650 | 7 | |a Modèles économétriques. |2 ram | |
| 650 | 7 | |a Processus stochastiques. |2 ram | |
| 651 | 7 | |a Grande-Bretagne |x Politique économique |y 20e siècle. |2 ram | |
| 700 | 1 | |a Nowman, Khalid Ben, |d 1962- | |
| 776 | 0 | 8 | |i Print version: |a Bergstrom, A.R. (Albert Rex). |t Continuous time econometric model of the United Kingdom with stochastic trends. |d New York : Cambridge University Press, 2007 |z 9780521875493 |w (DLC) 2006037265 |w (OCoLC)76794712 |
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