Methods for Applied Macroeconomic Research / / Fabio Canova.
The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites t...
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Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2011] ©2007 |
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Canova, Fabio, author. aut http://id.loc.gov/vocabulary/relators/aut Methods for Applied Macroeconomic Research / Fabio Canova. Princeton, NJ : Princeton University Press, [2011] ©2007 1 online resource (512 p.) : 50 line illus. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- Contents -- Preface -- 1. Preliminaries -- 2. DSGE Models, Solutions, and Approximations -- 3. Extracting and Measuring Cyclical Information -- 4. VAR Models -- 5. GMM and Simulation Estimators -- 6. Likelihood Methods -- 7. Calibration -- 8. Dynamic Macro Panels -- 9. Introduction to Bayesian Methods -- 10. Bayesian VARs -- 11. Bayesian Time Series and DSGE Models -- Appendix A. Statistical Distributions -- References -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods--which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an approximate linear representation for the decision rules, and describes methods needed to estimate their parameters, examining their fit to the data. The book is complete with numerous examples and exercises. Today's economic analysts need a strong foundation in both theory and application. Methods for Applied Macroeconomic Research offers the essential tools for the next generation of macroeconomists. Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) Business. Macroeconomics - Mathematical models. Macroeconomics - Research - Methodology. Macroeconomics -- Mathematical models. Macroeconomics -- Research -- Methodology. Macroeconomics Mathematical models. Macroeconomics Methodology. Macroeconomics. BUSINESS & ECONOMICS / Economics / Macroeconomics. bisacsh Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 9783110442502 print 9780691115047 https://doi.org/10.1515/9781400841028?locatt=mode:legacy https://www.degruyter.com/isbn/9781400841028 Cover https://www.degruyter.com/cover/covers/9781400841028.jpg |
language |
English |
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eBook |
author |
Canova, Fabio, Canova, Fabio, |
spellingShingle |
Canova, Fabio, Canova, Fabio, Methods for Applied Macroeconomic Research / Frontmatter -- Contents -- Preface -- 1. Preliminaries -- 2. DSGE Models, Solutions, and Approximations -- 3. Extracting and Measuring Cyclical Information -- 4. VAR Models -- 5. GMM and Simulation Estimators -- 6. Likelihood Methods -- 7. Calibration -- 8. Dynamic Macro Panels -- 9. Introduction to Bayesian Methods -- 10. Bayesian VARs -- 11. Bayesian Time Series and DSGE Models -- Appendix A. Statistical Distributions -- References -- Index |
author_facet |
Canova, Fabio, Canova, Fabio, |
author_variant |
f c fc f c fc |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Canova, Fabio, |
title |
Methods for Applied Macroeconomic Research / |
title_full |
Methods for Applied Macroeconomic Research / Fabio Canova. |
title_fullStr |
Methods for Applied Macroeconomic Research / Fabio Canova. |
title_full_unstemmed |
Methods for Applied Macroeconomic Research / Fabio Canova. |
title_auth |
Methods for Applied Macroeconomic Research / |
title_alt |
Frontmatter -- Contents -- Preface -- 1. Preliminaries -- 2. DSGE Models, Solutions, and Approximations -- 3. Extracting and Measuring Cyclical Information -- 4. VAR Models -- 5. GMM and Simulation Estimators -- 6. Likelihood Methods -- 7. Calibration -- 8. Dynamic Macro Panels -- 9. Introduction to Bayesian Methods -- 10. Bayesian VARs -- 11. Bayesian Time Series and DSGE Models -- Appendix A. Statistical Distributions -- References -- Index |
title_new |
Methods for Applied Macroeconomic Research / |
title_sort |
methods for applied macroeconomic research / |
publisher |
Princeton University Press, |
publishDate |
2011 |
physical |
1 online resource (512 p.) : 50 line illus. Issued also in print. |
contents |
Frontmatter -- Contents -- Preface -- 1. Preliminaries -- 2. DSGE Models, Solutions, and Approximations -- 3. Extracting and Measuring Cyclical Information -- 4. VAR Models -- 5. GMM and Simulation Estimators -- 6. Likelihood Methods -- 7. Calibration -- 8. Dynamic Macro Panels -- 9. Introduction to Bayesian Methods -- 10. Bayesian VARs -- 11. Bayesian Time Series and DSGE Models -- Appendix A. Statistical Distributions -- References -- Index |
isbn |
9781400841028 9783110442502 9780691115047 |
callnumber-first |
H - Social Science |
callnumber-subject |
HB - Economic Theory and Demography |
callnumber-label |
HB172 |
callnumber-sort |
HB 3172.5 C36 42011 |
url |
https://doi.org/10.1515/9781400841028?locatt=mode:legacy https://www.degruyter.com/isbn/9781400841028 https://www.degruyter.com/cover/covers/9781400841028.jpg |
illustrated |
Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
339 - Macroeconomics & related topics |
dewey-full |
339/.072 |
dewey-sort |
3339 272 |
dewey-raw |
339/.072 |
dewey-search |
339/.072 |
doi_str_mv |
10.1515/9781400841028?locatt=mode:legacy |
oclc_num |
749265036 |
work_keys_str_mv |
AT canovafabio methodsforappliedmacroeconomicresearch |
status_str |
n |
ids_txt_mv |
(DE-B1597)528242 (OCoLC)749265036 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
is_hierarchy_title |
Methods for Applied Macroeconomic Research / |
container_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
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1770176667213365248 |
fullrecord |
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