Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

by Anthony Garratt
     
 

ISBN-10: 0199296855

ISBN-13: 9780199296859

Pub. Date: 10/05/2006

Publisher: Oxford University Press

This book provides a comprehensive description of the state-of-the-art in modelling global and national economies. It introduces the long-run structural approach to modelling that can be readily adopted for use in understanding how economies work, and in generating forecasts for decision- and policy-makers. The book contains a thorough description of recent

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Overview

This book provides a comprehensive description of the state-of-the-art in modelling global and national economies. It introduces the long-run structural approach to modelling that can be readily adopted for use in understanding how economies work, and in generating forecasts for decision- and policy-makers. The book contains a thorough description of recent developments in macroeconomics and econometrics.

Product Details

ISBN-13:
9780199296859
Publisher:
Oxford University Press
Publication date:
10/05/2006
Pages:
400
Product dimensions:
9.30(w) x 6.30(h) x 1.10(d)

Related Subjects

Table of Contents

1. Introduction
2. Macroeconometric Modelling: Alternative Approaches
3. National and Global Structural Macroeconometric Modelling
4. An Economic Theory of the Long Run
5. An Economic Theory of the Short Run
6. Econometric Methods: A Review
7. Probability Forecasting: Concepts and Analysis
8. The UK Macroeconomy
9. A Long-Run Structural Model of the UK
10. Impulse Response and Trend: Cycle Properties of the UK Model
11. Probability Event Forecasting with the UK Model
12. Global Modelling and Other Applications
13. Concluding Remarks
Appendix A: Derivation of the Interest Rate Rule
Appendix B: Invariance Properties of the Inpulse Responses to Monetary Policy Shocks
Appendix C: Data for the UK Model

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