stylized facts, economic theory, econometric methodology and applications
Michael Reiter.
Heidelberg
Physica-Verlag, cop.
1995
1 vol. (IX-215 p.) ; 24 cm.
Contributions to economics.
pt. I. Methodology. 1. Importance of Stylized Facts. 2. Further Methodological Issues --;pt. II. Business Cycle Stylized Facts. 3. Stylized Facts: Method. 4. Stylized Facts: Results --;pt. III. Business Cycle Models. 5. SOA Models. 6. Consumption. 7. Prices and Wages --;pt. IV. Cyclical Growth. 8. Determinants of Growth. 9. A Real Model of Cyclical Growth --;pt. V. Continuous Time Econometrics. 10. Estimating Continuous Time Models. 11. The Discrete Kalman Filter. 12. An Exact Gaussian Estimator for General Linear Continuous Time Models. 13. Further Topics.
Pt. I. Methodology. 1. Importance of Stylized Facts. 2. Further Methodological Issues.;Pt. II. Business Cycle Stylized Facts. 3. Stylized Facts: Method. 4. Stylized Facts: Results.;Pt. III. Business Cycle Models. 5. SOA Models. 6. Consumption. 7. Prices and Wages.;Pt. IV. Cyclical Growth. 8. Determinants of Growth. 9. A Real Model of Cyclical Growth.;Pt. V. Continuous Time Econometrics. 10. Estimating Continuous Time Models. 11. The Discrete Kalman Filter. 12. An Exact Gaussian Estimator for General Linear Continuous Time Models. 13. Further Topics.