Methods for Applied Macroeconomic Research /

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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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
VerfasserIn:
Canova, Fabio,
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2011]
©2007
Year of Publication:2011
Language:English
Online Access:
Physical Description:1 online resource (512 p.) :; 50 line illus.
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Table of 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

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