Dynamic Econometrics for Empirical Macroeconomic Modelling

DOI10.1142/11479zbMath1454.62002OpenAlexW2944125784MaRDI QIDQ5227050

Ragnar Nymoen

Publication date: 5 August 2019

Full work available at URL: https://doi.org/10.1142/11479

zbMATH Keywords

difference equationsBayesian methodstime series econometricsstochastic difference equationsmacroeconometric modellingstationary and non-stationary time seriesequilibrium conceptdynamic economicsmodel-based economic forecastingmultiple equation modelsrecursive and simultaneous equations modelstesting of empirical macromodelsvector autoregressive systems (VAR)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Linear difference equations (39A06) Stochastic difference equations (39A50)

Uses Software

• PcGive
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