عنوان
پدید آورنده
موضوع
رده
HC256.7 .B47 2007eb
HC256
.
7
.
B47
2007eb
کتابخانه
محل استقرار
0511664680
1107198445
1107315751
1107316715
1107317673
1107318602
1107322103
1139810693
1299399789
9780511664687
9781107198449
9781107315754
9781107316713
9781107317673
9781107318601
9781107322103
9781139810692
9781299399785
0521875498
9780521875493
b772520
A continuous time econometric model of the United Kingdom with stochastic trends /
[Book]
Albert Rex Bergstrom, Khalid Ben Nowman.
New York :
Cambridge University Press,
2007.
1 online resource (xxi, 290 pages) :
illustrations
Includes bibliographical references (pages 269-284) and indexes.
Cover; Title; Copyright; Dedication; Contents; List of Figures and Tables; Foreword; Preface; 1 Introduction to Continuous Time Modelling; 1.1 Introduction; 1.2 Why Model in Continuous Time; 1.3 Introduction to General Continuous Time Models; 1.4 Continuous Time Models in Finance; 1.5 Continuous Time Macroeconomic Modelling; 1.6 Policy Analysis in Continuous Time Macroeconomic Models; 1.7 Stochastic Trends in Econometric Models; 1.8 An Outline of Contents; 2 Continuous Time Econometrics with Stochastic Trends; 2.1 Introduction; 2.2 The Continuous Time Model
2.3 The Exact Discrete Model and Its VARMAX Representation2.4 Estimation and Forecasting; 2.5 Conclusion; Appendix A: Formulae for the Coefficient Matrices of Exact Discrete Model; Appendix B: Formulae for the Autocovariance Matrices; 3 Model Specification; 3.1 Introduction; 3.2 Equations and General Properties of the Model; Endogenous Variables; Exogenous Variables; Unobservable Trend Variables; Structural Equations; 3.3 Private Consumption; 3.4 Residential Fixed Capital; 3.5 Employment; 3.6 Private Non-Residential Fixed Capital; 3.7 Output; 3.8 Price Level; 3.9 Wage Rate; 3.10 Interest Rate
3.11 Imports3.12 Non-Oil Exports; 3.13 Transfers Abroad; 3.14 Real Profits Interest and Dividends from Abroad; 3.15 Cumulative Net Real Investment Abroad; 3.16 Exchange Rate; 3.17 Stocks; 3.18 Conclusion; Appendix A: Derivation of General Adjustment Equations; Appendix B: Distributed Lag Relations; 4 Steady State and Stability Analysis; 4.1 Introduction; 4.2 The Steady State; 4.3 Stability Analysis; 4.4 Stability and Bifurcations; 4.5 Conclusion; Appendix A: Steady State Level Parameters; Appendix B: Transformed Model; 5 Empirical Estimation of the Model and Derived Results; 5.1 Introduction
5.2 Estimation from United Kingdom Data5.3 Time Lag Distributions; 5.4 Steady State and Stability Properties; 5.5 Post-Sample Forecasting Performance; 5.6 Conclusion; Appendix A: Linear Approximation about Sample Means; Appendix B: Data; References; Author Index; Subject Index
0
8
8
8
This 2007 monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Continuous time econometric model of the United Kingdom with stochastic trends.
9780521875493
Econometric models.
Finance-- Great Britain-- Econometric models.
Stochastic processes.
BUSINESS & ECONOMICS-- Economic Conditions.
BUSINESS & ECONOMICS-- Economic History.
BUSINESS & ECONOMICS-- Economics-- Comparative.
Econometric models.
Economic policy-- Econometric models.
Finance-- Econometric models.
Modèles économétriques.
POLITICAL SCIENCE-- Economic Conditions.
Processus stochastiques.
Stochastic processes.
Great Britain, Economic policy, Econometric models.
Grande-Bretagne, Politique économique, 20e siècle.
Great Britain.
0
7
7
BUS-- 022000
BUS-- 023000
BUS-- 069010
POL-- 023000
330
.
941/086
22
HC256
.
7
.
B47
2007eb
Bergstrom, A. R., (Albert Rex)
Nowman, Khalid Ben,1962-
20201206181545.0
pn
مطالعه متن کتاب [Book]
Y
