Econometric Decision Models: New Methods of Modeling and Applications - Tapa blanda

Sinopsis

1: Econometric Decision Models: Introduction to the Conference and Survey of Some Recent Developments.- 1. Introduction to the conference on econometric decision models: for better balanced research and more interdisciplinary and international cooperation.- 2. Some recent developments in policy making with macroeconometric models.- 2: Optimal Control of Econometric Decision Models.- 3. Optimal stabilization with a macroeconometric model for Hungary: investigating the effects of different objective functions and time horizons.- 4. On causality and control in economic systems.- 5. Optimal control of nonlinear stochastic macroeconometric models: an algorithm and an economic example.- 6. Game theoretical approach to optimal control of economic systems.- 7. Nonlinear optimal control simulations of development strategies.- 8. On some properties of the solution of the optimal control problem for the original long-term macroeconomic model.- 3: Multiple Criteria Decision Making (Vector Optimization) with Econometric Models.- 9. Implementing the reference-point approach to multi-criteria decision making in econometric models in the computerprogram LOS.- 10. Optimal economic policy making with an econometric model using interactive methods of vector optimization.- 4: Constructing Objective Scalarvalued Functions for Econometric Decision Models.- 11. Public preferences and their role in the design of economic policy.- 12. Least squares estimation of quadratic preference functions for econometric decision models based on survey data.- 13. Operationalizing a macro-economic preference function.- 14. On constructing objective functions.- 15. Optimal dictatorial and multi-dictatorial choice in Arrow's model with applications to multicriteria decision making.- 5: Rational and Adaptive Expectations Models.- 16. Rational versus adaptive expectations in present value models.- 17. The Finnish rational expectations QMED model: estimation, dynamic properties and policy results.- 18. Qualms about the linearized expectations hypothesis and variance-bounds studies of the interest rate term structure.- 6: Cointegration: Estimators, Tests and Applications.- 19. The power function of the likelihood ratio test for cointegration.- 20. Long-run relations in a well-defined statistical model for the data generating process. Cointegration analysis of the PPP and the UIP relations for Denmark and Germany.- 21. Interest rate linkages between EC countries participating in the European monetary system: an application of cointegration.- 7: Econometric Estimators and Tests for Various Models and Their Properties.- 22. Estimating the second moments of random coefficients.- 23. Tighter bounds for the effects of ARMA disturbances on tests for regression coefficients.- 24. True vs. nominal size of the F-test in the linear regression model with autocorrelated disturbances.- 25. Asymptotic and small-sample properties of the fixpoint-estimator for rational expectations models.- 26. The analysis of non-metric endogenous variables in latent variable models: The MECOSA approach.- 27. Econometric modelling with interval coefficients - a non-stochastic approach.- 8: Analyzing the Structure and Sensitivity of Econometric Models.- 28. Optimal triangulation of a matrix and a measure of interdependence for a linear econometric equation system.- 29. Evaluating the number of zero eigenvalues in a dynamic model.- 30. Forecast and multiplier sensitivity analysis with respect to changes of structural equations and submodels in dynamic systems.- 31. Structural sensitivity analysis in econometric models: an application to the model of the West Germany textile and apparel industry.- 9: Econometric Modeling of Environmental and Energy Problems.- 32. The optimum price of energy: a thermoeconomic analysis.- 33. Energy resources depletion and economic growth.- 34. Econometric methods as an instrument for estimating external costs per unit of emission: the case of a groundwater model.- 10: Econo

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