Econometric Models of Cyclical Behavior PDF Download

Author: Social Science Research Council (U.S.). Committee on Economic Stability
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 624

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Book Description
Conference report on dynamically stable econometrics models of business cycles in the USA and their forecasting properties - examines methodologycal problems, analyses stochastic and non-stochastic simulations in respect of economic policy, etc., and stresses the need for further studies and research. Diagrams, references and statistical tables. Conference held in Cambridge 1969 November 14 and 15.

Author: Lawrence R. Klein
Publisher: University of Pennsylvania Press
ISBN: 1512803561
Category : Business & Economics
Languages : en
Pages : 416

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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.

Author: Ronald Leroy Cooper
Publisher:
ISBN:
Category :
Languages : en
Pages : 918

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Author: Zvi Griliches
Publisher: Elsevier
ISBN: 9780444861856
Category : Econometrics
Languages : en
Pages : 804

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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.

Author:
Publisher:
ISBN:
Category : Census
Languages : en
Pages : 564

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Author: Jan Kmenta
Publisher: Academic Press
ISBN: 1483267342
Category : Business & Economics
Languages : en
Pages : 425

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Book Description
Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.

Author: Kenneth Frank Wallis
Publisher: Edward Elgar Publishing
ISBN: 9781782541622
Category : Business & Economics
Languages : en
Pages : 462

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Book Description
'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.

Author: Badi H. Baltagi
Publisher: John Wiley & Sons
ISBN: 047099830X
Category : Business & Economics
Languages : en
Pages : 736

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Book Description
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.

Author: David Kaplan
Publisher: SAGE Publications
ISBN: 148334259X
Category : Social Science
Languages : en
Pages : 306

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Book Description
Using detailed, empirical examples, Structural Equation Modeling, Second Edition, presents a thorough and sophisticated treatment of the foundations of structural equation modeling (SEM). It also demonstrates how SEM can provide a unique lens on the problems social and behavioral scientists face. Intended Audience While the book assumes some knowledge and background in statistics, it guides readers through the foundations and critical assumptions of SEM in an easy-to-understand manner.

Author: Dipak K. Gupta
Publisher: Bloomsbury Publishing USA
ISBN: 0313074437
Category : Political Science
Languages : en
Pages : 298

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Book Description
Why did the Rwandan genocide take place? How could parents feed their own children drinks laced with poison in Jonestown? As we see many parts of the world being engulfed in fratricidal frenzy, we wonder if it can happen in this country. Gupta examines contemporary cases of genocide and mass murder and seeks to explain why certain societies are more prone to these actions and others are relatively immune. Gupta sees a dialectical tension between our two identities: the self and the collective. The end of the medieval period was marked by the emergence of individualism in Europe. With time, the march of individualism engulfed the entire Western world and permeated every aspect of its culture, tradition, and academic paradigm. Neoclassical economics is the embodiment of this single-minded pursuit of the rationality of individualism. However, our psychobiological evolution has also imbued us with the irrepressible desire to form groups and to act upon its welfare. The reason for this eternal conflict lies in our own struggle with our two identities. When the pendulum swings to the extreme end of collectivism, genocide and other forms of social abnormalities--collective madness--occur. When we move too far into individualism, people tend to seek something greater beyond selfish pursuits. Through his panoramic view, Gupta provides an explanation for both social order and political pathology that will be of interest to students, scholars, and other researchers involved with ethnic conflict, collective behavior, and conflict resolution.