Author: Michael D. McCarthyPublisher:
ISBN:
Category : United States
Languages : en
Pages : 199
Book Description
The Wharton Econometric Forecasting Model, Mark III
Author: Michael D. McCarthyPublisher:
ISBN:
Category : United States
Languages : en
Pages : 199
Book Description
The Wharton Quarterly Econometric Forecasting Model
Author: Michael D. McCarthyPublisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 220
Book Description
Econometric Model Performance
Author: Lawrence R. KleinPublisher: University of Pennsylvania Press
ISBN: 1512803561
Category : Business & Economics
Languages : en
Pages : 416
Book Description
Models of the American economy exist in government, research institutes, universities, and private corporations. Given the proliferation, it is wise to take stock because these models come from diverse sources and describe different conditions from alternative points of view. They could be saying different things about the economy. The high-level comparative studies in this volume, gathered from several issues of the International Economic Review, with a substantive introduction and the addition of more comparative material, evaluate the performance of eleven models of the American economy: the Wharton Mark Ill Model; Brookings Model; Hickman-Coen Annual Model; Liu-Hwa Monthly Model; Data Resources, Inc. (DRI) Model; Federal Reserve Bank of St. Louis Model; Michigan Quarterly Econometric (MOEM) Model; Wharton Annual and Industry Model; Anticipation Version of the Wharton Mark Ill Model/Fair Model; U.S. Department of Commerce (BEA) Model. Each of the proprietors or builders of these models describes his own system in his own words. These studies come closer than ever before to standardizing model operations for testing purposes. Some of the models are monthly, while others are annual. but the quarterly unit of time is the most frequent. Some are demand oriented, others are supply oriented, and focus on the input-output sectors of the economy. Some use only observed. objective data; others use subjective. anticipatory data. Both large and small models are included. In spite of the diversity, the contributors have cooperated to trace the differences between their models to root causes and to report jointly the results of their research. There are also some general papers that look at model performance from outside the CEME group.
Klein's Last Quarterly Econometric Model Of The United States: Wharton Econometric Model Mark 10
Author: Lawrence R KleinPublisher: World Scientific
ISBN: 981323055X
Category : Business & Economics
Languages : en
Pages : 269
Book Description
This book presents Professor Lawrence R Klein and his group's last quarterly econometric model of the United States economy that they had produced at the University of Pennsylvania. This is the last econometric model that Lawrence Klein and his disciples have left after some 50 years of cumulated efforts of constructing the US economy model up to around 2000. It was widely known as the WEFA Econometric Model Mark 10, and is the culmination of Professor Klein's research which spans more than 70 years, and would please not only Professor Klein's old students and colleagues, but also younger students who have heard so much of Klein models but have yet to see the latest model in its complete and printed form.
Macroeconometric Models
Author: Władysław WelfePublisher: Springer Science & Business Media
ISBN: 3642344682
Category : Business & Economics
Languages : en
Pages : 435
Book Description
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 and specific structure of macroeconometric models built in North America, Europe, and various other parts of the world. The work thus offers an extensive source for researchers in the field. The second part of the book covers the systematic characteristics of macroeconometric models. It includes the household and enterprise sectors, disequilibria, financial flows, and money market sectors.
The Wharton Annual and Industry Forecasting Model
Author: R. S. PrestonPublisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 340
Book Description
Handbook of Econometrics
Author: Zvi GrilichesPublisher: Elsevier
ISBN: 9780444861856
Category : Econometrics
Languages : en
Pages : 804
Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Naval Research Logistics Quarterly
Author: Business Forecasting
Author: A. Reza HoshmandPublisher: Routledge
ISBN: 1135257124
Category : Business & Economics
Languages : en
Pages : 563
Book Description
The information age has brought greater interconnection across the world, and transformed the global marketplace. To remain competitive, business firms look for ways of improving their ability to gauge business and economic conditions around the world. At the same time, advances in technology have revolutionized the way we process information and prepare business and economic forecasts. Secondary data searches, data collection, data entry and analysis, graphical visualization, and reporting can all be accomplished with the help of computers that provide access to information not previously available. Forecasters should therefore learn the techniques and models involved, as applied in this new era. Business Forecasting: A Practical Approach is intended as an applied text for students and practitioners of forecasting who have some background in economics and statistics. The presentation is conceptual in nature with emphasis on rationale, application, and interpretation of the most commonly used forecasting techniques. The goal of this book is to provide students and managers with an overview of a broad range of techniques and an understanding of the strengths and weaknesses of each approach. It is based on the assumption that forecasting skills are best developed and retained by starting with simple models, followed by repeated exposure to real world examples. The book makes extensive use of international examples to amplify concepts.
Global International Economic Models
Author: B.G. HickmanPublisher: Elsevier
ISBN: 1483298736
Category : Business & Economics
Languages : en
Pages : 326
Book Description
This volume surveys the state-of-the-art of global international modeling. All 15 models included in the survey feature national or regional disaggregation of the world economy and interdependencies among the various nations and regions. A few are constructed for short-term forecasting, but the primary focus is on long-run models and applications.Macroeconomic, input-output, general equilibrium, trade and exchange rate, and several hybrid models are included. A cross-sectional analysis by the editor compares the structures, linkage mechanisms, methodologies and applications of the various models and concludes with some observations on prospective research trends.