DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments: 28 (Advances in Econometrics) - Tapa dura

9781781903056: DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments: 28 (Advances in Econometrics)

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ISBN 10: 1781903050 ISBN 13: 9781781903056

Editorial: Emerald Group Publishing Limited, 2012

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This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analyzing a variety of issues in empirical macroeconomics. The research articles make contributions in several key areas in DSGE modeling and estimation. In particular, papers cover the modeling and role of expectations, the study of optimal monetary policy in two-country models, and the problem of non-invertibility. Other interesting areas of inquiry include the analysis of parameter identification in new open economy macroeconomic models and the modeling of trend inflation shocks. The second part of the volume is devoted to articles that offer innovations in econometric methodology. These papers advance new techniques for addressing major inferential problems and include discussion and applications of Laplace-type, frequency domain, empirical likelihood and method of moments estimators.

Biograf�a del autor:

Mark A. Wynne is a Vice President at the Federal Reserve Bank of Dallas, Associate Director of Research for International Economics, and the founding director of the Bank's Globalization and Monetary Policy Institute. In the latter role, Wynne is responsible for developing and leading the Bank's research program on globalization and understanding its implications for the conduct of US monetary policy. Most of his professional career has been spent at the Federal Reserve Bank of Dallas, but he also worked on issues related to the strategy of monetary policy at the European Monetary Institute and European Central Bank during the formative years of European Economic and Monetary Union. He has also been an occasional consultant to the ECB and International Monetary Fund.

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EditorialEmerald Group Publishing Limited
A�o de publicaci�n2012
ISBN 10 1781903050
ISBN 13 9781781903056
Encuadernaci�nTapa dura
N�mero de p�ginas480
EditorBalke Nathan, Canova Fabio

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DSGE Models in Macroeconomics

Nathan S. Balke

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DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments (Advances in Econometrics, 28)

Nathan Balke

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DSGE Models in Macroeconomics : Estimation, Evaluation, and New Developments

Balke, Nathan (EDT); Canova, Fabio (EDT); Milani, Fabio (EDT); Wynne, Mark A. (EDT)

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DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments (Advances in Econometrics, 28)

Nathan Balke

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DSGE Models in Macroeconomics : Estimation, Evaluation, and New Developments

Balke, Nathan (EDT); Canova, Fabio (EDT); Milani, Fabio (EDT); Wynne, Mark A. (EDT)

Publicado por Emerald Publishing Limited (2012)

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DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments

Balke, Nathan

Publicado por Emerald Publishing Limited (2012)

ISBN 10: 1781903050 ISBN 13: 9781781903056

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Descripci�n Condici�n: New. This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy Editor(s): Balke, Nathan; Canova, Fabio; Milani, Fabio; Wynne, Mark. Series Editor(s): Hill, Carter; Fomby, Tom. Series: Advances in Econometrics. Num Pages: 467 pages, Illustrations. BIC Classification: KCB; KCH. Category: (P) Professional & Vocational. Dimension: 163 x 239 x 31. Weight in Grams: 814. . 2012. Hardcover. . . . . N� de ref. del art�culo: V9781781903056

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