Macroeconomic Modelling In A Changing World

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Macroeconomic Modelling in a Changing World

Christopher Allen,Chris Allen,Stephen Hall
Macroeconomic Modelling in a Changing World Book PDF

Author : Christopher Allen,Chris Allen,Stephen Hall
Publisher : Unknown
Page : 362 pages
File Size : 42,7 Mb
Release : 1997-02-12
Category : Business & Economics
ISBN : UOM:39015040648134

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Macroeconomic Modelling in a Changing World by Christopher Allen,Chris Allen,Stephen Hall Pdf

Macroeconomic Modelling in a Changing World Towards a Common Approach Edited by Chris Allen and Stephen Hall Practical economic model building has changed enormously over the last twenty years. Econometrics has become much more sophisticated with the introduction of cointegration and non-stationary time series analysis. The use of economic theory in the form of complex non-linear cross equation restrictions is now much more widespread and the explicit modelling of expectations and credibility effects is more satisfactory. This has meant that the old style macroeconomic models which were complex by virtue of their size alone have been replaced by a generation of new models which embody complex theory and estimation to provide more superior forecasting and policy tools. Macroeconomic Modelling in a Changing World outlines the modelling approach which has been adopted at the Centre for Economic Forecasting at the London Business School, one of the world’s leading research institutes into macroeconomic modelling, in building its own models. Using explicit examples and illustrations, the authors examine the latest state-of-the-art models, and answer questions such as: How are modern econometrics used by model builders? How should we deal with structural change? How should expectations be modelled? How are models used in practice? Economics

International Macroeconomic Modelling for Policy Decisions

P. Artus,O. Güvenen
International Macroeconomic Modelling for Policy Decisions Book PDF

Author : P. Artus,O. Güvenen
Publisher : Springer Science & Business Media
Page : 268 pages
File Size : 41,9 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9789400943476

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International Macroeconomic Modelling for Policy Decisions by P. Artus,O. Güvenen Pdf

This book is based on an international conference organised by the Applied Econo metric Association (AEA) on International Macroeconomic Modelling which was held in Brussels at the Commission of the European Communities in December 1983. On behalf of the Applied Econometric Association, we would like to extend our thanks to all participants and contributors. This conference would not have been possible without the cooperation and support of the Commission of the European Economic Communities and of its Directorate General for Economics and Financial Affairs (DGII) staff, in particular M. Emerson, A. Dramais, and also H. Serbat of the Paris Chamber of Commerce and Industry. Our thanks go also to J.P. Ancot for his constructive comments concerning the structure of this book. We are grateful to M. Russo, R. Maldague and Y. Ullmo for opening the con ference with their stimulating review and comments on the use of international macroeconomic models; and to R. Bird, A.M. Costa, A. Crockett, H. Guitton, J.C. Milleron, J. Paelinck, J. Waelbroeck for chairing the scientific sessions. P. Artus F. Gagey O. Guvenen vi INTRODUCTION The main focus of this book is to present recent developments in the construction and use of international macroeconometric models. Four main aspects are selected: (i) analysis of trade linkages and exchange rate determination; (ii) modelling and simulating the international economy; (iii) international policy coordination; (iv) the use of international macroeconomic models.

Global and National Macroeconometric Modelling

Anthony Garratt,Kevin Lee,M. Hashem Pesaran
Global and National Macroeconometric Modelling Book PDF

Author : Anthony Garratt,Kevin Lee,M. Hashem Pesaran
Publisher : Oxford University Press (UK)
Page : 402 pages
File Size : 53,8 Mb
Release : 2012-03-15
Category : Business & Economics
ISBN : 9780199650460

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Global and National Macroeconometric Modelling by Anthony Garratt,Kevin Lee,M. Hashem Pesaran Pdf

Providing a description of the state of modelling in global and national economies, this title introduces an approach to modelling that can readily be adopted for use in understanding how economies work and in generating forecasts for decision-makers and policy-makers alike.

The Econometrics of Macroeconomic Modelling

Gunnar Bårdsen,Øyvind Eitrheim,Eilev S. Jansen,Ragnar Nymoen
The Econometrics of Macroeconomic Modelling Book PDF

Author : Gunnar Bårdsen,Øyvind Eitrheim,Eilev S. Jansen,Ragnar Nymoen
Publisher : Oxford University Press on Demand
Page : 361 pages
File Size : 46,5 Mb
Release : 2005
Category : Business & Economics
ISBN : 9780199246496

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The Econometrics of Macroeconomic Modelling by Gunnar Bårdsen,Øyvind Eitrheim,Eilev S. Jansen,Ragnar Nymoen Pdf

This work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodological and conceptual advances within time series econometrics.

Macroeconomic Modelling of the Long Run

Colin P. Hargreaves
Macroeconomic Modelling of the Long Run Book PDF

Author : Colin P. Hargreaves
Publisher : Edward Elgar Publishing
Page : 422 pages
File Size : 46,6 Mb
Release : 1992
Category : Business & Economics
ISBN : STANFORD:36105000136460

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Macroeconomic Modelling of the Long Run by Colin P. Hargreaves Pdf

This important book presents new original material on the economic modelling of the long run by some of the world's leading economists. There is great interest now in modelling the 'long run' occasioned by substantial changes to the supply side of the world economy (the break up of the USSR, Europe 1992, the Gulf War) and also fears over the sustainability of external debt positions. New techniques have arisen to address these issues, in particular supply side modelling and the new co-integration methodology for statistical analysis of the long run. In addition to explaining the theoretical developments, this book presents many practical applications showing the value of the new techniques. This book will be essential reading for economic researchers and advanced students of macroeconomics.

Macroeconomic Modelling of R&D and Innovation Policies

Ufuk Akcigit,Cristiana Benedetti Fasil,Giammario Impullitti,Omar Licandro,Miguel Sanchez-Martinez
Macroeconomic Modelling of R D and Innovation Policies Book PDF

Author : Ufuk Akcigit,Cristiana Benedetti Fasil,Giammario Impullitti,Omar Licandro,Miguel Sanchez-Martinez
Publisher : Springer Nature
Page : 222 pages
File Size : 42,5 Mb
Release : 2021-11-03
Category : Business & Economics
ISBN : 9783030714574

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Macroeconomic Modelling of R&D and Innovation Policies by Ufuk Akcigit,Cristiana Benedetti Fasil,Giammario Impullitti,Omar Licandro,Miguel Sanchez-Martinez Pdf

This open access book encompasses a collection of in-depth analyses showcasing the challenges and ways forward for macroeconomic modelling of R&D and innovation policies. Based upon the proceedings of the EC-DG JRC-IEA workshop held in Brussels in 2017, it presents cutting-edge contributions from a number of leading economists in the field. It provides a comprehensive overview of the current academic and policy challenges surrounding R&D as well as of the state-of-the-art modelling techniques. The book brings to the forefront outstanding issues related to the assessment of the macroeconomic impact of R&D policies and its modelling. It speaks to the rising importance of R&D and innovation policy, and the proliferation of macroeconomic models featuring endogenous technological change. The contents of this book will be of interest to both academic and policy audiences working in the fields of R&D and innovation.

Challenges for Macroeconomic Modelling

W. Driehuis,M.M.G. Fase,H. den Hartog
Challenges for Macroeconomic Modelling Book PDF

Author : W. Driehuis,M.M.G. Fase,H. den Hartog
Publisher : Elsevier
Page : 496 pages
File Size : 42,8 Mb
Release : 2014-06-28
Category : Business & Economics
ISBN : 9781483294513

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Challenges for Macroeconomic Modelling by W. Driehuis,M.M.G. Fase,H. den Hartog Pdf

This book collects the revised and edited proceedings of the conference held in honour of the 50th anniversary of Professor Tinbergen's first macroeconomic policy model. Written by experts both in the field of model building and policy analysis, the contributions provide an invaluable overview of the state of the art and the use of macroeconomic models in our time.

Modelling our Changing World

Jennifer L. Castle,David F. Hendry
Modelling our Changing World Book PDF

Author : Jennifer L. Castle,David F. Hendry
Publisher : Springer Nature
Page : 128 pages
File Size : 41,5 Mb
Release : 2019-08-30
Category : Business & Economics
ISBN : 9783030214326

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Modelling our Changing World by Jennifer L. Castle,David F. Hendry Pdf

This open access book focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applied to a range of issues facing Earth, from modelling volcanic eruptions, carbon dioxide emissions and global temperatures, to modelling unemployment rates, wage inflation and population growth. Except where otherwise noted, this book is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0.

Analyses in Macroeconomic Modelling

Andrew Hughes Hallett,Peter McAdam
Analyses in Macroeconomic Modelling Book PDF

Author : Andrew Hughes Hallett,Peter McAdam
Publisher : Springer Science & Business Media
Page : 320 pages
File Size : 53,5 Mb
Release : 1999-10-31
Category : Business & Economics
ISBN : 0792385985

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Analyses in Macroeconomic Modelling by Andrew Hughes Hallett,Peter McAdam Pdf

Macroeconomic Modelling has undergone radical changes in the last few years. There has been considerable innovation in developing robust solution techniques for the new breed of increasingly complex models. Similarly there has been a growing consensus on their long run and dynamic properties, as well as much development on existing themes such as modelling expectations and policy rules. This edited volume focuses on those areas which have undergone the most significant and imaginative developments and brings together the very best of modelling practice. We include specific sections on (I) Solving Large Macroeconomic Models, (II) Rational Expectations and Learning Approaches, (III) Macro Dynamics, and (IV) Long Run and Closures. All of the contributions offer new research whilst putting their developments firmly in context and as such will influence much future research in the area. It will be an invaluable text for those in policy institutions as well as academics and advanced students in the fields of economics, mathematics, business and government. Our contributors include those working in central banks, the IMF, European Commission and established academics.

Macroeconomic Modelling And Monetary And Exchange Rate Regimes

Masson Paul R
Macroeconomic Modelling And Monetary And Exchange Rate Regimes Book PDF

Author : Masson Paul R
Publisher : World Scientific
Page : 428 pages
File Size : 47,5 Mb
Release : 2019-07-23
Category : Business & Economics
ISBN : 9789811201738

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Macroeconomic Modelling And Monetary And Exchange Rate Regimes by Masson Paul R Pdf

This book presents articles that focus on the inter-related issues of choice of exchange rate and monetary policy regimes, and others that use a global macroeconomic model developed by the author and collaborators to quantify the effects of the 'baby boom' on global imbalances, costs of disinflation, and the effects of German unification. The book presents new analysis of the euro-zone experience and its applicability to other monetary unions, as well as a discussion of the prerequisites for successful inflation targeting. It is grounded in real-world data, readily accessible to non-specialists, and addresses important economic policy issues.

The Econometrics of Macroeconomic Modelling

Gunnar Bårdsen,Øyvind Eitrheim,Eilev Jansen,Ragnar Nymoen
The Econometrics of Macroeconomic Modelling Book PDF

Author : Gunnar Bårdsen,Øyvind Eitrheim,Eilev Jansen,Ragnar Nymoen
Publisher : OUP Oxford
Page : 362 pages
File Size : 55,7 Mb
Release : 2005-04-14
Category : Business & Economics
ISBN : 9780191529870

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The Econometrics of Macroeconomic Modelling by Gunnar Bårdsen,Øyvind Eitrheim,Eilev Jansen,Ragnar Nymoen Pdf

Macroeconometric models, in many ways the flagships of the economist's profession in the 1960s, came under increasing attack from both theoretical economist and practitioners in the late 1970s. Critics referred to their lack of microeconomic theoretical foundations, ad hoc models of expectations, lack of identification, neglect of dynamics and non-stationarity, and poor forecasting properties. By the start of the 1990s, the status of macroeconometric models had declined markedly, and had fallen completely out of, and with, academic economics. Nevertheless, unlike the dinosaurs to which they often have been likened, macroeconometric models have never completely disappeared from the scene. This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changing demands, in response, for instance, to new policy regimes like inflation targeting. Model builders have adopted new insights from economic theory and taken advantage of the methodological and conceptual advances within time series econometrics over the last twenty years. The modelling of wages and prices takes a central part in the book as the authors interpret and evaluate the last forty years of international research experience in the light of the Norwegian 'main course' model of inflation in a small open economy. The preferred model is a dynamic model of incomplete competition, which is evaluated against alternatives as diverse as the Phillips curve, Nickell-Layard wage curves, the New Keynesian Phillips curve, and monetary inflation models on data from the Euro area, the UK, and Norway. The wage price core model is built into a small econometric model for Norway to analyse the transmission mechanism and to evaluate monetary policy rules. The final chapter explores the main sources of forecast failure likely to occur in a practical modelling situation, using the large-scale nodel RIMINI and the inflation models of earlier chapters as case studies.

Macroeconomic Model

Fouad Sabry
Macroeconomic Model Book PDF

Author : Fouad Sabry
Publisher : One Billion Knowledgeable
Page : 297 pages
File Size : 40,7 Mb
Release : 2024-04-15
Category : Business & Economics
ISBN : PKEY:6610000551163

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Macroeconomic Model by Fouad Sabry Pdf

What is Macroeconomic Model A macroeconomic model is an analytical tool designed to describe the operation of the problems of economy of a country or a region. These models are usually designed to examine the comparative statics and dynamics of aggregate quantities such as the total amount of goods and services produced, total income earned, the level of employment of productive resources, and the level of prices. How you will benefit (I) Insights, and validations about the following topics: Chapter 1: Macroeconomic model Chapter 2: Macroeconomics Chapter 3: Rational expectations Chapter 4: New Keynesian economics Chapter 5: Monopoly profit Chapter 6: Fiscal policy Chapter 7: Phillips curve Chapter 8: Nominal rigidity Chapter 9: Lucas critique Chapter 10: Representative agent Chapter 11: Economic model Chapter 12: Computational economics Chapter 13: Demand for money Chapter 14: Dynamic stochastic general equilibrium Chapter 15: Microfoundations Chapter 16: Neoclassical synthesis Chapter 17: History of macroeconomic thought Chapter 18: Jacques Drèze Chapter 19: Large-scale macroeconometric model Chapter 20: Heterogeneity in economics Chapter 21: Moral hazard (II) Answering the public top questions about macroeconomic model. (III) Real world examples for the usage of macroeconomic model in many fields. Who this book is for Professionals, undergraduate and graduate students, enthusiasts, hobbyists, and those who want to go beyond basic knowledge or information for any kind of Macroeconomic Model.

GEM

Mr.Ivan Tchakarov,Mr.Philippe D Karam,Mr.Tamim Bayoumi,Mr.Hamid Faruqee,Mr.Benjamin Hunt,Mr.Douglas Laxton,Mr.Jaewoo Lee,Mr.Alessandro Rebucci
GEM Book PDF

Author : Mr.Ivan Tchakarov,Mr.Philippe D Karam,Mr.Tamim Bayoumi,Mr.Hamid Faruqee,Mr.Benjamin Hunt,Mr.Douglas Laxton,Mr.Jaewoo Lee,Mr.Alessandro Rebucci
Publisher : International Monetary Fund
Page : 40 pages
File Size : 47,6 Mb
Release : 2004-11-30
Category : Business & Economics
ISBN : 1589063759

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GEM by Mr.Ivan Tchakarov,Mr.Philippe D Karam,Mr.Tamim Bayoumi,Mr.Hamid Faruqee,Mr.Benjamin Hunt,Mr.Douglas Laxton,Mr.Jaewoo Lee,Mr.Alessandro Rebucci Pdf

Over the past two years, the IMF staff has been developing a new multicountry macroeconomic model called the Global Economy Model (GEM). This paper explains why such a model is needed, how GEM differs from its predecessor model, and how the new features of the model can improve the IMF’s policy analysis. The paper is aimed at a general audience and avoids technical detail. It outlines the motivation, structure, strengths, and limitations of the model; examines three simulation exercises that have been completed; and discusses the future path of GEM.

The Econometrics of Macroeconomic Modelling

Gunnar Bårdsen,Øyvind Eitrheim,Eilev S. Jansen
The Econometrics of Macroeconomic Modelling Book PDF

Author : Gunnar Bårdsen,Øyvind Eitrheim,Eilev S. Jansen
Publisher : Oxford University Press, USA
Page : 368 pages
File Size : 51,6 Mb
Release : 2005
Category : Business & Economics
ISBN : STANFORD:36105114112464

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The Econometrics of Macroeconomic Modelling by Gunnar Bårdsen,Øyvind Eitrheim,Eilev S. Jansen Pdf

This work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodological and conceptual advances within time series econometrics.

Dynamic Econometrics For Empirical Macroeconomic Modelling

Ragnar Nymoen
Dynamic Econometrics For Empirical Macroeconomic Modelling Book PDF

Author : Ragnar Nymoen
Publisher : World Scientific
Page : 586 pages
File Size : 47,9 Mb
Release : 2019-07-09
Category : Business & Economics
ISBN : 9789811207532

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Dynamic Econometrics For Empirical Macroeconomic Modelling by Ragnar Nymoen Pdf

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.