Handbook of Applied Econometrics Volume I: Macroeconomics: v. 1 (Blackwell Handbooks in Economics) - Softcover

Softcover

ISBN 10: 0631215581 ISBN 13: 9780631215585

Publisher: Wiley–Blackwell, 1999

Synopsis

Providing a major new survey of the latest and most important new developments in applied econometrics, this volume focuses on key topics in macroeconomics.

Each topic is covered by a leading internatioal expert specially commissioned to address the methodological problems of undertaking empirical work in economics. The volume editors have focused on the rigorous application of econometrics and statistical methods to economic problems, making the book the most important and up–to–date statement of thinking in the area.

An essential guide for graduate students, academics and researchers.

About this title

From the Back Cover

The first of two major surveys of the latest and most important developments in applied econometrics, the Handbook of Applied Econometrics, Volume I: Macroeconomics focuses on key topics in macroeconomics and finance. Each topic is covered by a leading international expert specially commissioned to address the methodological problems of undertaking empirical work in economics and to provide rigorous applications of econometric and statistical methods to economics problems. This authoritative overview of the applied work that is happening in the field makes it an essential resource for academics, researchers, graduate students and professional economists in industry and government.

This volume covers econometric issues involved in a variety of applied macroeconomic problems:

• the source of the stochastic structure of economic models, especially the role of expectations;
  
• the stochastic properties of economic data and the implications for modeling, estimation and testing;
  
• the role of economic theory in model building and the relation between statistical models and economic theory;
  
• equilibrium and disequilibrium models.

About the Author

Hashem Pesaran is Professor of Economics at the University of Cambridge and a Professorial Fellow of Trinity College, Cambridge. He has published widely in econometrics and empirical macroeconomics.

Mike Wickens is currently Professor at the University of York, and Visiting Professor of Economics at the Centre for Economic Forecasting, London Business School. He has been Professor of Economics at the University of Florida.

Edition details

• Publisher: Wiley–Blackwell
• Publication date: 1999
• ISBN 10: 0631215581
• ISBN 13: 9780631215585
• Binding: Paperback
• Language: English
• Number of pages: 496
• Editor: Pesaran M Hashem, Wickens Mike