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Handbook of Research Methods and Applications in Empirical Macroeconomics 1st Edition by Nigar Hashimzade, Michael A Thornton ISBN 0857931016 978-0857931016

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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 

This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading.

Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalized method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macroeconomics and econometrics.

Contributors: B.H. Baltagi, L. Bauwens, O. Boldea, J. Breitung, C. Cantore, M.J. Chambers, I. Choi, J. Davidson, V.J. Gabriel, R. Giacomini, P. Gomme, J. Gonzalo, P.A. Guerrón-Quintana, N. Haldrup, A.R. Hall, N. Hashimzade, M. Karanasos, L. Kilian, S. Kim, D. Korobilis, R. Kruse, P. Levine, D. Lkhagvasuren, A. Luati, H. Lütkepohl, J. Madeira, T.C. Mills, J.M. Nason, K. Patterson, J. Pearlman, J.-Y. Pitarakis, D.S.G. Pollock, T. Proietti, B. Rossi, F.J. Ruge-Murcia, T. Teräsvirta, M.A. Thornton, R.T. Varneskov, B. Yang, N. Zeng

Table of contents:

  1. Introduction

  2. A Review of Econometric Concepts and Methods for Empirical Macroeconomics
    PART I: Properties of Macroeconomic Data

  3. Trends, Cycles and Structural Breaks

  4. Unit Roots, Nonlinearities and Structural Breaks

  5. Filtering Macroeconomic Data
    PART II: Models for Macroeconomic Data Analysis

  6. Vector Autoregressive Models

  7. Cointegration and Error Correction

  8. Estimation and Inference in Threshold Type Regime Switching Models

  9. Testing Structural Stability in Macroeconometric Models

  10. Dynamic Panel Data Models

  11. Factor Models

  12. UK Inflation, Output Growth and Their Uncertainties

  13. Temporal Aggregation in Macroeconomics

  14. Generalized Method of Moments
    The Kalman Filter and Beyond

  15. (missing number in original; presumably part of Kalman filter content)

  16. Bayesian Methods

  17. Forecasting in Macroeconomics
    Dynamic Stochastic General Equilibrium Models

  18. I Construction and Bayesian Estimation

  19. II Model Comparisons, Model Validation, Policy Analysis and General Discussion

  20. Generalized Method of Moments Estimation of DSGE Models

  21. Bayesian Estimation of DSGE Models
    Vector Autoregressive Models

  22. Structural Vector Autoregressions

  23. Vector Autoregressive Models for Macroeconomic Policy Analysis
    Calibration and Simulations

  24. Calibration and Simulation of DSGE Models

  25. 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