Principles of Macroeconometric Modeling
Author | : L.R. Klein |
Publisher | : North Holland |
Total Pages | : 376 |
Release | : 1999-09-21 |
ISBN-10 | : UOM:39015048856283 |
ISBN-13 | : |
Rating | : 4/5 (83 Downloads) |
Book excerpt: At a level suitable for graduate or advanced undergraduates in economics, explains the principles of constructing dynamic macroeconometric models and their use in economic analyses and forecasting. The econometric methodology described is limited to specific applications of time series analysis. The treatment is updated from the 1983 Lectures in Econometrics to account for the end of the Cold War, which raises questions of economic transition in eastern Europe, and the emergence of information technology that has qualitatively changed the speed and breadth of data flows. Annotation copyrighted by Book News, Inc., Portland, OR