Structural Macroeconometrics

出版者:Princeton University Press

作者:David N. DeJong

页数:440

出版时间:2011-10-23

价格:USD 69.00

装帧:Hardcover

isbn号码:9780691152875

图书标签:宏观经济学计量经济学，时间序列分析经济理论经济时间序列分析

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"Structural Macroeconometrics" provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong and Chetan Dave emphasize time series econometrics and unite theoretical and empirical research, while taking into account important new advances in the field. The authors detail strategies for solving dynamic structural models and present the full range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian. The authors look at recent strides that have been made to enhance numerical efficiency, consider the expanded applicability of dynamic factor models, and examine the use of alternative assumptions involving learning and rational inattention on the part of decision makers. The treatment of methodologies for obtaining nonlinear model representations has been expanded, and linear and nonlinear model representations are integrated throughout the text. The book offers a rich array of implementation algorithms, sample empirical applications, and supporting computer code. "Structural Macroeconometrics" is the ideal textbook for graduate students seeking an introduction to macroeconomics and econometrics, and for advanced students pursuing applied research in macroeconomics. The book's historical perspective, along with its broad presentation of alternative methodologies, makes it an indispensable resource for academics and professionals.

用户评价

calibration那节非常值得一读，对于calibration v.s. estimation的philosophy梳理得很清晰。封面的langlois bridge也值得玩味，bring time series econometrics to macro again.

第二版，扫了一中午

calibration那节非常值得一读，对于calibration v.s. estimation的philosophy梳理得很清晰。封面的langlois bridge也值得玩味，bring time series econometrics to macro again.

calibration那节非常值得一读，对于calibration v.s. estimation的philosophy梳理得很清晰。封面的langlois bridge也值得玩味，bring time series econometrics to macro again.

第二版，扫了一中午