Handbook of Research Methods and Applications in Empirical Macroeconomics 1st Edition by Nigar Hashimzade, Michael A. Thornton – Ebook PDF Instant Download/Delivery: 0857931016, 978-0857931016
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Product details:
ISBN 10: 0857931016
ISBN 13: 978-0857931016
Author: Nigar Hashimzade, Michael A. Thornton
Table of contents:
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Introduction
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A Review of Econometric Concepts and Methods for Empirical Macroeconomics
PART I: Properties of Macroeconomic Data -
Trends, Cycles and Structural Breaks
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Unit Roots, Nonlinearities and Structural Breaks
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Filtering Macroeconomic Data
PART II: Models for Macroeconomic Data Analysis -
Vector Autoregressive Models
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Cointegration and Error Correction
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Estimation and Inference in Threshold Type Regime Switching Models
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Testing Structural Stability in Macroeconometric Models
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Dynamic Panel Data Models
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Factor Models
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UK Inflation, Output Growth and Their Uncertainties
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Temporal Aggregation in Macroeconomics
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Generalized Method of Moments
The Kalman Filter and Beyond -
(missing number in original; presumably part of Kalman filter content)
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Bayesian Methods
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Forecasting in Macroeconomics
Dynamic Stochastic General Equilibrium Models -
I Construction and Bayesian Estimation
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II Model Comparisons, Model Validation, Policy Analysis and General Discussion
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Generalized Method of Moments Estimation of DSGE Models
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Bayesian Estimation of DSGE Models
Vector Autoregressive Models -
Structural Vector Autoregressions
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Vector Autoregressive Models for Macroeconomic Policy Analysis
Calibration and Simulations -
Calibration and Simulation of DSGE Models
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Simulation and Estimation of Macroeconomic Models in Dynare
Index
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Tags: Nigar Hashimzade, Michael A Thornton, Handbook, Research Methods, Applications, Empirical Macroeconomics


