Overview
- Gives a comprehensive description of macroeconometric modeling
- Summarizes the history and development of macroeconometric model building in various regions
- Explains the systematic characteristics of macroeconometric models?
Part of the book series: Advanced Studies in Theoretical and Applied Econometrics (ASTA, volume 47)
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About this book
This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeconometric model building, starting with Jan Tinbergen's and Lawrence R. Klein's contributions. It is unique in summarizing the development and specific structure of macroeconometric models built in North America, Europe, and various other parts of the world. The work thus offers an extensive source for researchers in the field. The second part of the book covers the systematic characteristics of macroeconometric models. It includes the household and enterprise sectors, disequilibria, financial flows, and money market sectors.
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Keywords
Table of contents (21 chapters)
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The Structure of Macroeconometric Models
Reviews
“The book gives a comprehensive survey of the history of macro-econometric modelling (Part 1) and of the development of econometric models over time (Part 2). It is well written and clearly arranged and will certainly become an important reference for economists.” (Peter Hackl, Statistical Papers, Vol. 56, 2015)
Authors and Affiliations
Bibliographic Information
Book Title: Macroeconometric Models
Authors: Władysław Welfe
Series Title: Advanced Studies in Theoretical and Applied Econometrics
DOI: https://doi.org/10.1007/978-3-642-34468-8
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2013
Hardcover ISBN: 978-3-642-34467-1Published: 27 February 2013
Softcover ISBN: 978-3-642-44014-4Published: 08 February 2015
eBook ISBN: 978-3-642-34468-8Published: 15 February 2013
Series ISSN: 1570-5811
Series E-ISSN: 2214-7977
Edition Number: 1
Number of Pages: XXVII, 425
Number of Illustrations: 5 b/w illustrations
Topics: Econometrics, History of Economic Thought/Methodology, Macroeconomics/Monetary Economics//Financial Economics, Game Theory, Economics, Social and Behav. Sciences, Political Economy/Economic Systems, Economic Policy