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Methods for Applied Macroeconomic Research.
The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites t...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
2011.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 520 | |a The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as pro. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | 0 | |t Frontmatter -- |t Contents -- |t Preface -- |t 1. Preliminaries -- |t 2. DSGE Models, Solutions, and Approximations -- |t 3. Extracting and Measuring Cyclical Information -- |t 4. VAR Models -- |t 5. GMM and Simulation Estimators -- |t 6. Likelihood Methods -- |t 7. Calibration -- |t 8. Dynamic Macro Panels -- |t 9. Introduction to Bayesian Methods -- |t 10. Bayesian VARs -- |t 11. Bayesian Time Series and DSGE Models -- |t Appendix A. Statistical Distributions -- |t References -- |t Index |
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