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Methods for Applied Macroeconomic Research
Fabio Canova
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Sozialwissenschaften, Recht, Wirtschaft / Wirtschaft
Beschreibung
The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work.
Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods--which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an approximate linear representation for the decision rules, and describes methods needed to estimate their parameters, examining their fit to the data. The book is complete with numerous examples and exercises.
Today's economic analysts need a strong foundation in both theory and application. Methods for Applied Macroeconomic Research offers the essential tools for the next generation of macroeconomists.
Kundenbewertungen
Gibbs sampling, Nominal interest rate, Long run and short run, Initial condition, Probability distribution, Uncertainty, Spectral density, Loss function, Autocovariance, Phillips curve, Marginal likelihood, Markov chain, Standard error, Autoregressive model, Standard deviation, Moment (mathematics), Macroeconomics, Estimator, Unit root, Monetary policy, High frequency, Prediction, Parameter, Random variable, Time series, Quantity, Asymptotic distribution, Likelihood-ratio test, Autocorrelation, Interest rate, Independent and identically distributed random variables, Coefficient, Hyperparameter, Error term, Special case, Weighted arithmetic mean, Prior probability, Observational error, Free parameter, Kalman filter, Inference, Forecasting, Bayesian inference, Probability, Combination, Cross-correlation, Bayesian, Heteroscedasticity, Vector autoregression, Lagrange multiplier, Approximation, Likelihood function, Normal distribution, Estimation, Continuous function, Statistic, Production function, Calculation, Computation, Utility, Impulse response, Equation, Stationary process, Representative agent, Variable (mathematics), Variance, Convergence of random variables, Algorithm, Posterior probability, Covariance matrix