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Book Synopsis
For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.Supplementary materials and notes are available on the publisher's website.

Dynamic Econometrics For Empirical Macroeconomic

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    Order before 4pm today for delivery by Fri 19 Jun 2026.

    A Paperback / softback by Ragnar Nymoen

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      View other formats and editions of Dynamic Econometrics For Empirical Macroeconomic by Ragnar Nymoen

      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: 22/07/2019
      ISBN13: 9789811249471, 978-9811249471
      ISBN10: 9811249474

      Description

      Book Synopsis
      For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.Supplementary materials and notes are available on the publisher's website.

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