Structural Macroeconometrics : : Second Edition / / David N. DeJong, Chetan Dave.

• VerfasserIn: DeJong, David N.,; Dave, Chetan,
• Place / Publishing House: Princeton, NJ : : Princeton University Press, , [2011]; ©2012
• Year of Publication: 2011
• Language: English
• Physical Description: 1 online resource (440 p.) :; 57 line illus. 21 tables.

The revised edition of the essential resource on macroeconometricsStructural Macroeconometrics provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong and...

Table of Contents

• Frontmatter
• Contents
• Preface
• Preface to the First Edition
• Part I Introduction
• Chapter 1 Background and Overview
• Chapter 2 Casting Models in Canonical Form
• Chapter 3 DSGE Models: Three Examples
• Part II Model Solution Techniques
• Chapter 4 Linear Solution Techniques
• Chapter 5 Nonlinear Solution Techniques
• Part III Data Preparation and Representation
• Chapter 6 Removing Trends and Isolating Cycles
• Chapter 7 Summarizing Time Series Behavior When All Variables Are Observable
• Chapter 8 State-Space Representations
• Part IV Monte Carlo Methods
• Chapter 9 Monte Carlo Integration: The Basics
• Chapter 10 Likelihood Evaluation and Filtering in State-Space Representations Using Sequential Monte Carlo Methods
• Chapter 11 Calibration
• Chapter 12 Matching Moments
• Chapter 13 Maximum Likelihood
• Chapter 14 Bayesian Methods
• References
• Index