Macroeconometric models
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 an...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin ; Heidelberg :
Springer
2013.
|
| Edición: | 1st ed. 2013. |
| Colección: | Advanced studies in theoretical and applied econometrics ;
47. |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009469185006719 |
Tabla de Contenidos:
- Macroeconometric Models; Foreword by Lawrence R. Klein; Foreword by Carlo D'Adda; Contents; Abbreviations; List of Figures; List of Tables; Part I: The History in Outline; Chapter 1: Introduction; References; Chapter 2: The Origins of Macroeconometric Models; 2.1 First Attempts of the Quantitative Description of National Economies; 2.2 General Equilibrium Models; 2.3 Models of Business Cycles; 2.4 J.M. Keynes' Macroeconomic Theory; References; Chapter 3: Macroeconometric Models of the United States and Canada; 3.1 First Macromodels by L.R. Klein; 3.2 The Klein-Goldberger Model
- 3.3 The Quarterly Macroeconometric Models. The Brookings Model3.4 Models Developed at Public and Commercial Institutions. Models Built by Individual Scholars or Groups of Scholars; 3.4.1 The Wharton Models; 3.4.2 The DRI Model; 3.4.3 The Michigan Model; 3.4.4 The BEA Model; 3.4.5 The MPS Model; 3.4.6 The Hickman-Coen Model; 3.4.7 The Fair Model; 3.4.8 The St. Louis Model; 3.4.9 The Liu-Hwa Model; 3.5 Models of the US Economy in the 1990s and Later; 3.5.1 The DRI Model; 3.5.2 The Quarterly WEFA Model; 3.5.3 The Quarterly DRI-WEFA Model-The GLOBAL INSIGHT Model
- 3.5.4 The Quarterly Michigan Econometric Model and S. Hymans RSQE Model3.5.5 The Current Quarterly Model; 3.5.6 The FRB/US Model; 3.5.7 The Fair MC Model; 3.6 The Macroeconometric Models of Canada; 3.6.1 The Models of the Government of Canada; 3.6.2 The Rhomberg Model; 3.6.3 The Bank of Canada Models; 3.6.4 The University of Toronto Models; 3.6.5 The CANDIDE Model; 3.6.6 Other Models; 3.6.7 Models Constructed in the 1990s and Later; References; Chapter 4: Modelling Activities in Europe. Macroeconometric Models of the United Kingdom; 4.1 Introduction
- 4.2 First Macroeconometric Models of the UK Economy4.3 The Annual Multisectoral Model of the UK Economy; 4.4 The Quarterly Models; 4.4.1 The London Business School (LBS) Model; 4.4.2 The National Institute of Economic and Social Research (NIESR) Model; 4.4.3 The H.M. Treasury Model; 4.4.4 The Bank of England Model; 4.4.5 The Liverpool University (LPL) Model; 4.5 From Keynesian to Neoclassical Specification; 4.5.1 Supply Side and Production Functions; 4.5.2 Modelling Labour Markets; 4.5.3 Rational Expectations; 4.6 Developments in the Last Twenty Years
- 4.6.1 The Oxford Economic Forecasting Model4.6.2 Reconstruction of the LBS Model; 4.6.3 The COMPACT Model; 4.6.4 The Bank of England Models; 4.6.5 ESRC Macroeconomic Modelling Bureau; 4.6.6 The Long-Run Structural Macroeconometric Model; References; Chapter 5: Models of the French Economy; 5.1 Annual Models and Indicative Planning; 5.1.1 FIFI Model; 5.1.2 The Annual Forecasting INSEE Models; 5.2 Annual Models of the Second Generation; 5.2.1 The Annual DMS Model; 5.2.2 The Annual GAMA Models; 5.2.3 Other Annual Models; 5.3 Quarterly Models of the French Economy; 5.3.1 The METRIC Model
- 5.3.2 The PROTEE Model
