Isbn: 9789401084420 - structural change in macroeconomic models: theory and estimation: 6 (advanced studies in theoretical and applied econometrics) (12 resultados)

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book grew out of a 'Doctorat D'Etat' thesis presented at the University of Dijon-Institut Mathematique Economiques (lME). It aims to show that quantity rationing theory provides the means of improving macroeconometric modelling in the study of struc tural changes. The empirical results presented in the last chapter (concerning Portuguese economy) and in the last Appendix (con cerning the French economy), although preliminary, suggested that the effort is rewarding and should be continued. My debts are many. An important part of the research work was accomplished during my visit to the Institut National de la Statistique et des Etudes Economiques (lNSEE, Paris), where I have beneficted from stimulating discussions (particularly with P. Villa) and infor matical support. I have also received comments and suggestions from R. Quandt, J.-J. Laffont, P. Kooiman and P.-Y. Henin. I am specially indebted to P. Balestra for encouraging and valuable discussions, particularly in the field of econometric methods. My thanks go also to an anonymous referee. His constructive criticism and suggestions resulted in a number of improvements to an earlier version of this book. I cannot forget my friend A. Costa from BP A (Porto) who has helped me in the preparation of this work. Last but not least, I would like to thank my wife for her encouragement and patience throughout these years. Of course, I am the only one responsible for any remaining errors.…

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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book grew out of a 'Doctorat D'Etat' thesis presented at the University of Dijon-Institut Mathematique Economiques (lME). It aims to show that quantity rationing theory provides the means of improving macroeconometric modelling in the study of struc tural changes. The empirical results presented in the last chapter (concerning Portuguese economy) and in the last Appendix (con cerning the French economy), although preliminary, suggested that the effort is rewarding and should be continued. My debts are many. An important part of the research work was accomplished during my visit to the Institut National de la Statistique et des Etudes Economiques (lNSEE, Paris), where I have beneficted from stimulating discussions (particularly with P. Villa) and infor matical support. I have also received comments and suggestions from R. Quandt, J.-J. Laffont, P. Kooiman and P.-Y. Henin. I am specially indebted to P. Balestra for encouraging and valuable discussions, particularly in the field of econometric methods. My thanks go also to an anonymous referee. His constructive criticism and suggestions resulted in a number of improvements to an earlier version of this book. I cannot forget my friend A. Costa from BP A (Porto) who has helped me in the preparation of this work. Last but not least, I would like to thank my wife for her encouragement and patience throughout these years. Of course, I am the only one responsible for any remaining errors. 276 pp. Englisch.…

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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1. Macroeconometric Models with Quantity Rationing.- 1.1. Non-Walrasian Economic Concepts.- 1.1.1. Institutional framework: the rationing scheme.- 1.1.2. Perceived and expected constraints.- 1.1.3. Effective demand and notional demand. The spill-over effect.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -1. Macroeconometric Models with Quantity Rationing.- 1.1. Non-Walrasian Economic Concepts.- 1.2. A Reference Macroeconomic Model.- 1.3. A Theoretical Framework for the Study of Structural Changes.- 1.4. The Problems in Specifying a Macroeconometric Model with Quantity Rationing.- 1.5. A Survey of the Macroeconometric Models with Quantity Rationing.- Conclusion.- Notes.- 2: The Suggested Model.- 2.1. General Structure and Overview.- 2.2. The Specfication of the Production Function.- 2.3. The Specification of the Complete Model.- 2.4. Structural Change and External Disequilibria.- Conclusion.- Notes.- 3. Econometric Study of Models with Unknown Points of Structural Change.- 3.1. A Survey of the Estimation Techniques in the Case of Two-regime Regression Models.- 3.2. The Estimation Method Suggested.- Conclusion.- Notes.- 4. Empirical Application: A Study of the Economic Consequences of the Portuguese Revolution of 1974.- 4.1. The Data and the Problem Formulation.- 4.2. The Results.- Conclusion.- Notes.- General Conclusion.- Appendices.- Appendix 1. Glossary of Variables and Main Parameters.- Appendix 2. Computation of Analytical Expressions for the First Partial Derivatives of .- Appendix 3. Choice of the Minimum for PS as Optimisation Criterion.- Appendix 4. Results.- Appendix 5. Statistical Data and Their Sources.- Appendix 6. Estimation of the Model using French Data.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 276 pp. Englisch.…