Macroeconometrics

How can economists make sense of complex and noisy macroeconomic data and turn it into credible evidence for research, forecasting, and policy?

Macroeconometrics provides a rigorous yet accessible guide to the tools used to analyse dynamic economic systems in a rapidly evolving empirical environment.

The book takes readers from the foundations of univariate time series analysis to the multivariate and structural methods that define modern macroeconometrics. It covers core topics such as stat...