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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Canova, Fabio
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2011.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Frontmatter
  • Contents
  • Preface
  • 1. Preliminaries
  • 2. DSGE Models, Solutions, and Approximations
  • 3. Extracting and Measuring Cyclical Information
  • 4. VAR Models
  • 5. GMM and Simulation Estimators
  • 6. Likelihood Methods
  • 7. Calibration
  • 8. Dynamic Macro Panels
  • 9. Introduction to Bayesian Methods
  • 10. Bayesian VARs
  • 11. Bayesian Time Series and DSGE Models
  • Appendix A. Statistical Distributions
  • References
  • Index