Structural Macroeconometrics: Second Edition

4.5 avg rating
( 6 ratings by Goodreads )
 
9780691152875: Structural Macroeconometrics: Second Edition


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.

"synopsis" may belong to another edition of this title.

From the Inside Flap:


"Structural Macroeconometrics is one of those essential books that every economist should read. It gives comprehensive yet detailed knowledge of the empirical arsenal now in use in cutting-edge macroeconomics. And its exercises prepare users to employ that arsenal to attack new real-world challenges. This edition expands on recent developments in nonlinear techniques and revamps the exposition on linear tools. The result is a beautiful, lively, and extremely useful work."--Roberto Chang, Rutgers University


"The first edition of this book was a gold mine of tools for formulating and estimating modern dynamic stochastic economic models suitable to macroeconomics, finance, and applied microeconomics. This edition is even better and describes how to use exciting new developments in dynamic estimation."--Thomas J. Sargent, New York University


"In the second edition of Structural Macroeconometrics, DeJong and Dave expand their excellent coverage of the tools macroeconomists use to solve, evaluate, and estimate models. Linear and nonlinear solution methods are carefully described and help the reader easily understand alternative approaches, and advanced empirical tools are clearly presented. The coverage of econometric techniques is up to date, extensive, and designed to lead seamlessly from the specification of structural models to their empirical evaluation."--Carl Walsh, University of California, Santa Cruz


Praise for the previous edition: "This book provides excellent guidance for bringing theoretical models to the forefront of macroeconometric analysis. It brings together in one place a collection of tools, methods, and procedures that are at the cutting edge of empirical macroeconomic research. It does this in a style that is accessible to first-year graduate students while providing sufficient detail that it will be a valuable reference for macroeconomists actively engaged in research. There is no other comparable existing work."--Charles Whiteman, University of Iowa


Praise for the previous edition: "Structural Macroeconometrics is a remarkably useful book for a wide variety of research economists at different stages of their careers. In addition to serving well the students and instructors, it is a convenient resource for researchers who want to refresh their skills or who have been exposed to only a subset of these techniques. The sheer breadth of material that this book covers guarantees that a large segment of its readership will fall into this category. The methods that DeJong and Dave present here will continue to be relevant for many years."--Charles Evans, Federal Reserve Bank of Chicago


From the Inside Flap:

"Structural Macroeconometrics is a remarkably useful book for a wide variety of research economists at different stages of their careers. In addition to serving well the students and instructors, it is a convenient resource for researchers who want to refresh their skills or who have been exposed to only a subset of these techniques. The sheer breadth of material that this book covers guarantees that a large segment of its readership will fall into this category. The methods that DeJong and Dave present here will continue to be relevant for many years."--Charles Evans, Federal Reserve Bank of Chicago

"This book provides excellent guidance for bringing theoretical models to the forefront of macroeconometric analysis. It brings together in one place a collection of tools, methods, and procedures that are at the cutting edge of empirical macroeconomic research. It does this in a style that is accessible to first-year graduate students while providing sufficient detail that it will be a valuable reference for macroeconomists actively engaged in research. There is no other comparable existing work."--Charles Whiteman, University of Iowa

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

David N. DeJong, Chetan Dave
Published by Princeton University Press 2011-11-11, Princeton, N.J. |Oxford (2011)
ISBN 10: 069115287X ISBN 13: 9780691152875
New Hardcover Quantity Available: 10
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Princeton University Press 2011-11-11, Princeton, N.J. |Oxford, 2011. hardback. Book Condition: New. Bookseller Inventory # 9780691152875

More Information About This Seller | Ask Bookseller a Question

Buy New
42.59
Convert Currency

Add to Basket

Shipping: 3
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

David N. DeJong, Chetan Dave
Published by Princeton University Press, United States (2011)
ISBN 10: 069115287X ISBN 13: 9780691152875
New Hardcover Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Princeton University Press, United States, 2011. Hardback. Book Condition: New. Second. Language: English . Brand New Book. 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. Bookseller Inventory # AAU9780691152875

More Information About This Seller | Ask Bookseller a Question

Buy New
46.39
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

DeJong, David N.; Dave, Chetan
Published by Princeton University Press (2011)
ISBN 10: 069115287X ISBN 13: 9780691152875
New Hardcover Quantity Available: 12
Rating
[?]

Book Description Princeton University Press, 2011. Book Condition: New. 2011. Second. Hardcover. Provides an overview and exploration of methodologies, models, and techniques used to analyze forces shaping national economies. This title presents a range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian. Num Pages: 440 pages, 57 line illus. 21 tables. BIC Classification: KCB; KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 241 x 156 x 31. Weight in Grams: 754. . . . . . . Bookseller Inventory # V9780691152875

More Information About This Seller | Ask Bookseller a Question

Buy New
48.46
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

4.

Dejong, David N.
Published by Princeton University Press (2011)
ISBN 10: 069115287X ISBN 13: 9780691152875
New Quantity Available: > 20
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Princeton University Press, 2011. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # WP-9780691152875

More Information About This Seller | Ask Bookseller a Question

Buy New
39.47
Convert Currency

Add to Basket

Shipping: 9
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

David N. DeJong, Chetan Dave
Published by Princeton University Press, United States (2011)
ISBN 10: 069115287X ISBN 13: 9780691152875
New Hardcover Quantity Available: 10
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Princeton University Press, United States, 2011. Hardback. Book Condition: New. Second. Language: English . Brand New Book. 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. Bookseller Inventory # AAU9780691152875

More Information About This Seller | Ask Bookseller a Question

Buy New
49.35
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

DeJong, David N.; Dave, Chetan
Published by Princeton University Press
ISBN 10: 069115287X ISBN 13: 9780691152875
New Hardcover Quantity Available: 12
Seller:
Kennys Bookstore
(Olney, MD, U.S.A.)
Rating
[?]

Book Description Princeton University Press. Book Condition: New. 2011. Second. Hardcover. Provides an overview and exploration of methodologies, models, and techniques used to analyze forces shaping national economies. This title presents a range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian. Num Pages: 440 pages, 57 line illus. 21 tables. BIC Classification: KCB; KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 241 x 156 x 31. Weight in Grams: 754. . . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780691152875

More Information About This Seller | Ask Bookseller a Question

Buy New
50.61
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

7.

David N. DeJong; Chetan Dave
ISBN 10: 069115287X ISBN 13: 9780691152875
New Quantity Available: 1
Seller:
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # ST069115287X. Bookseller Inventory # ST069115287X

More Information About This Seller | Ask Bookseller a Question

Buy New
53.17
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds
International Edition
International Edition

8.

Dejong, David N.; Dave, Chetan
Published by Princeton University Press, China (2013)
ISBN 10: 069115287X ISBN 13: 9780691152875
New Quantity Available: 1
International Edition
Seller:
Bonny. Lee
(Vancouver, BC, Canada)
Rating
[?]

Book Description Princeton University Press, China, 2013. No Binding. Book Condition: Brand New. 2nd Edition. International edition Brand New SOFT COVER standard delivery. Bookseller Inventory # 000958

More Information About This Seller | Ask Bookseller a Question

Buy New
31
Convert Currency

Add to Basket

Shipping: 22.20
From Canada to U.S.A.
Destination, Rates & Speeds

9.

Dejong, David N.
ISBN 10: 069115287X ISBN 13: 9780691152875
New Quantity Available: 5
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 2011. HRD. Book Condition: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # IB-9780691152875

More Information About This Seller | Ask Bookseller a Question

Buy New
51.92
Convert Currency

Add to Basket

Shipping: 2.95
Within U.S.A.
Destination, Rates & Speeds

10.

David N. DeJong; Chetan Dave
Published by Princeton University Press (2011)
ISBN 10: 069115287X ISBN 13: 9780691152875
New Hardcover Quantity Available: 3
Seller:
Rating
[?]

Book Description Princeton University Press, 2011. Book Condition: New. Bookseller Inventory # EH9780691152875

More Information About This Seller | Ask Bookseller a Question

Buy New
52.39
Convert Currency

Add to Basket

Shipping: 2.65
From Germany to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book