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Book
Year: 1993 Publisher: Dallas, Tex. Federal Reserve Bank of Dallas
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Year: 1995 Publisher: Dallas, Tex. Federal Reserve Bank of Dallas
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Year: 1995 Publisher: Dallas, Tex. Federal Reserve Bank of Dallas
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Year: 1996 Publisher: Dallas, Tex. Federal Reserve Bank of Dallas
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Year: 1997 Publisher: Dallas, Tex. Federal Reserve Bank of Dallas
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Year: 1998 Publisher: Dallas, Tex. Federal Reserve Bank of Dallas
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Book
ISBN: 128386892X 1781903069 9781781903063 1781903050 9781781903056 Year: 2012 Publisher: Bingley, U.K. Emerald
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This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analyzing a variety of issues in empirical macroeconomics. The research articles make contributions in several key areas in DSGE modeling and estimation. In particular, papers cover the modeling and role of expectations, the study of optimal monetary policy in two-country models, and the problem of non-invertibility. Other interesting areas of inquiry include the analysis of parameter identification in new open economy macroeconomic models and the modeling of trend inflation shocks. The second part of the volume is devoted to articles that offer innovations in econometric methodology. These papers advance new techniques for addressing major inferential problems and include discussion and applications of Laplace-type, frequency domain, empirical likelihood and method of moments estimators.
Macroeconomics. --- Econometrics. --- Economics, Mathematical --- Statistics --- Economics --- Macroeconomics --- Equilibrium (Economics) --- Econometrics --- E-books --- DGE (Economics) --- Disequilibrium (Economics) --- DSGE (Economics) --- Dynamic stochastic general equilibrium (Economics) --- Economic equilibrium --- General equilibrium (Economics) --- Partial equilibrium (Economics) --- SDGE (Economic theory) --- Statics and dynamics (Social sciences) --- Business & Economics --- Economics.
Book
ISBN: 9781781903056 Year: 2012 Publisher: Bingley Emerald
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Year: 1999 Publisher: Dallas, Tex. Federal Reserve Bank of Dallas
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Year: 1986 Publisher: Cambridge, Mass. National Bureau of Economic Research
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New evidence is provided to assess the recent controversy regarding the volatility of real economic activity before 1929 relative to the period since World War II. Some recent work claims that the longstanding stylized fact of greater prewar volatility is "spurious". In contrast, this paper reconfirms the greater amplitude of business fluctuations prior to the Great Depression. The basic technique is the regression method, which estimates equations for real GNP during 1909-38, with one or more explanatory variables for components of GNP, and then uses the estimated coefficients to "backcast" real GNP or the period 1869-1908. The paper contains an extensive examination of the sensitivity of these regression indexes to alternative dependent variables, sample periods, detrending methods, and the inclusion of alternative explanatory variables. Particular attention is paid to the conflicting evidence regarding the amplitude of cycles in construction activity between 1870 and 1890. The resulting prewar/postwar volatility ratios, for 1869-1928 as compared to 1950-1980, range from 1.43 to 2.16. The paper concludes by suggesting that this range of volatility ratios is more likely to understate than overstate the prewar/postwar volatility ratio.