Dynamic Econometrics for Empirical Macroeconomic Modelling最新文献

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FRONT MATTER 前页
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1142/9789811207525_fmatter
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引用次数: 0
Review of Difference Equations 差分方程回顾
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1007/978-3-642-78793-5_3
P. Tu
{"title":"Review of Difference Equations","authors":"P. Tu","doi":"10.1007/978-3-642-78793-5_3","DOIUrl":"https://doi.org/10.1007/978-3-642-78793-5_3","url":null,"abstract":"","PeriodicalId":386453,"journal":{"name":"Dynamic Econometrics for Empirical Macroeconomic Modelling","volume":"251 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124155815","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Single Equation Models 单方程模型
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1142/9789811207525_0006
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引用次数: 0
The VAR
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1142/9789811207525_0005
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引用次数: 1
Stationary Time Series 平稳时间序列
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1201/b11459-5
Eric Zivot March
{"title":"Stationary Time Series","authors":"Eric Zivot March","doi":"10.1201/b11459-5","DOIUrl":"https://doi.org/10.1201/b11459-5","url":null,"abstract":"","PeriodicalId":386453,"journal":{"name":"Dynamic Econometrics for Empirical Macroeconomic Modelling","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122174116","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Introduction to Dynamic Macroeconometrics 动态宏观计量经济学导论
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1142/9789811207525_0001
{"title":"Introduction to Dynamic Macroeconometrics","authors":"","doi":"10.1142/9789811207525_0001","DOIUrl":"https://doi.org/10.1142/9789811207525_0001","url":null,"abstract":"","PeriodicalId":386453,"journal":{"name":"Dynamic Econometrics for Empirical Macroeconomic Modelling","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128404490","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Review of Econometric Theory 计量经济学理论综述
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1142/9789811207525_0002
{"title":"Review of Econometric Theory","authors":"","doi":"10.1142/9789811207525_0002","DOIUrl":"https://doi.org/10.1142/9789811207525_0002","url":null,"abstract":"","PeriodicalId":386453,"journal":{"name":"Dynamic Econometrics for Empirical Macroeconomic Modelling","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125673031","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Exogeneity Exogeneity
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1142/9789811207525_0008
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引用次数: 127
BACK MATTER 回到问题
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 2019-07-08 DOI: 10.1142/9789811207525_bmatter
{"title":"BACK MATTER","authors":"","doi":"10.1142/9789811207525_bmatter","DOIUrl":"https://doi.org/10.1142/9789811207525_bmatter","url":null,"abstract":"","PeriodicalId":386453,"journal":{"name":"Dynamic Econometrics for Empirical Macroeconomic Modelling","volume":"286 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123912946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Model-Based Forecasting 基于模型的预测
Dynamic Econometrics for Empirical Macroeconomic Modelling Pub Date : 1900-01-01 DOI: 10.1142/9789811207525_0012
Ragnar Nymoen
{"title":"Model-Based Forecasting","authors":"Ragnar Nymoen","doi":"10.1142/9789811207525_0012","DOIUrl":"https://doi.org/10.1142/9789811207525_0012","url":null,"abstract":"Forecasting is a time-oriented activity, and forecasting is therefore an important area of application of dynamic econometric models. In this chapter, the theory of model-based forecasting is presented, and its relevance for applied forecasting is illustrated. The field of forecasting is large, stretching far beyond the scope of this chapter in a non-specialized textbook. The choice of topics and emphasis has been made with applied forecasting in mind, in particular the theory that any would-be macroeconomic forecaster is well advised to have as a background. One message is that several forecasting methods have a common ground in the VAR. Hence, methods that are often presented as alternative, nevertheless, have shared strengths and weaknesses, and that they may be better described as complementary forecasting methods. A second main theme in this chapter is the large impact that structural changes in the macroeconomy have on the properties of forecast errors. Since the empirical evidence, in the form of the forecast records of resourceful forecasters, shows that forecasts failures are common, we need a theory that explains why this is so. This seems to be a requisite not only for working theoretically toward improved forecast methods, but also for improving the robustness and use value of the forecasting methods that are available today.","PeriodicalId":386453,"journal":{"name":"Dynamic Econometrics for Empirical Macroeconomic Modelling","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130450324","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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