Essays On Macroeconomics And Econometrics PDF Download
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Author | : David Currie |
Publisher | : Routledge |
Total Pages | : 508 |
Release | : 2015-09-16 |
Genre | : Business & Economics |
ISBN | : 1317377699 |
Download Macroeconomic Analysis Book in PDF, ePub and Kindle
Bringing together the proceedings of the 1979 and 1980 annual conferences of the Association of University Teachers of Economics the papers in this volume discuss: the effect of social security on private saving; an analysis of aggregate consumer behaviour; the philosophy and objectives of econometrics and other topics in macroeconomic and econometric analysis.
Author | : Tsunao Okumura |
Publisher | : |
Total Pages | : |
Release | : 2000 |
Genre | : |
ISBN | : |
Download Essays on Macroeconomics and Econometrics Book in PDF, ePub and Kindle
This dissertation consists of three macroeconomic theory essays and one macro-econometric essay.
Author | : R.M. Goodwin |
Publisher | : Springer |
Total Pages | : 232 |
Release | : 1982-07-15 |
Genre | : Business & Economics |
ISBN | : 1349055042 |
Download Essays in Economic Dynamics Book in PDF, ePub and Kindle
Author | : Christopher James Elias |
Publisher | : |
Total Pages | : 112 |
Release | : 2014 |
Genre | : |
ISBN | : 9781321020427 |
Download Essays on Macroeconomics and Econometrics Book in PDF, ePub and Kindle
The dissertation is composed of three chapters that contribute to the areas of macroeconomics and econometrics. All chapters utilize computer-based simulation methods. Chapter one, "Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison", employs a Monte Carlo study to compare the performance of bootstrap percentile-t, bootstrap percentile, and standard asymptotic confidence intervals in two distinct heteroscedastic regression models. Results are consistent across models but different among bootstrap algorithms employed, in that for the XY algorithm all three methods perform similarly, but for the wild algorithm the percentile-t significantly outperforms the other methods. The implications are that for the models considered in this study, practitioners who choose to utilize these types of bootstrap confidence intervals should opt for the percentile-t method coupled with the wild bootstrap algorithm. Chapter two, "Asset Pricing with Active Traders and Passive Investors: An Adaptive Learning Approach", constructs a model of active traders and passive investors in production and endowment based stochastic growth asset pricing frameworks. The model replaces rational expectations with an adaptive learning rule that forecasts future equity prices with econometric methods. The paper estimates the model and compares the results to U.S. economic and financial stylized facts. Numerical results show that the model of active traders and passive investors matches several of the stylized facts better than does a model that assumes a fully rational, representative agent. Chapter three, "A Simple Exchange Rate Model with Heterogeneous Agents", employs a simple monetary framework to construct a heterogeneous agent model of flexible exchange rates. The model replaces rational expectations with an adaptive learning rule that forecasts future exchange rates with econometric methods. The paper estimates the model and compares the results to foreign exchange market stylized facts. Numerical results show that the model matches several of the stylized facts better than does a model that assumes a fully rational, representative agent.
Author | : James Tobin |
Publisher | : MIT Press |
Total Pages | : 524 |
Release | : 1987 |
Genre | : Business & Economics |
ISBN | : 9780262200646 |
Download Essays in Economics Book in PDF, ePub and Kindle
Volume 2 of James Tobin's Essays in Economics brings together twenty papers published between 1940 and 1972. These cover macroeconomics, particularly the theory of the relationship between unemployment and inflation and the dilemma their connection poses for policy; consumption function, which is also related to macroeconomic theory and to the theory of individual behavior; consumer theory and statistical method applied to the problem of rationing; and the development and application of econometric methods suitable for the empirical analysis of consumer behavior.James Tobin received the Nobel Prize in 1981 and is Sterling Professor of Economics at Yale. Essays in Economics, Volume 1: Macroeconomics and Volume 3: Theory and Policy are both available from The MIT Press.
Author | : James Tobin |
Publisher | : |
Total Pages | : 0 |
Release | : 1971 |
Genre | : Economics |
ISBN | : |
Download Essays in Economics: Consumption and econometrics Book in PDF, ePub and Kindle
Author | : Robert J. Barro |
Publisher | : New York : Academic Press |
Total Pages | : 375 |
Release | : 1981 |
Genre | : Business & Economics |
ISBN | : 9780120795505 |
Download Money, Expectations, and Business Cycles Book in PDF, ePub and Kindle
Author | : James Tobin |
Publisher | : Mit Press |
Total Pages | : 502 |
Release | : 1987-07 |
Genre | : Business & Economics |
ISBN | : 9780262519984 |
Download Essays in Economics Book in PDF, ePub and Kindle
Volume 2 of James Tobin's Essays in Economics brings together twenty papers published between 1940 and 1972. These cover macroeconomics, particularly the theory of the relationship between unemployment and inflation and the dilemma their connection poses for policy; consumption function, which is also related to macroeconomic theory and to the theory of individual behavior; consumer theory and statistical method applied to the problem of rationing; and the development and application of econometric methods suitable for the empirical analysis of consumer behavior.James Tobin received the Nobel Prize in 1981 and is Sterling Professor of Economics at Yale. Essays in Economics, Volume 1: Macroeconomics and Volume 3: Theory and Policy are both available from The MIT Press.
Author | : J. Tobin |
Publisher | : |
Total Pages | : |
Release | : 1975 |
Genre | : |
ISBN | : |
Download Essays in economics Book in PDF, ePub and Kindle
In a period marked by revisionism in economic theory and retrenchment in the public goals of economic policy, Tobin remains committed to the standard he has upheld throughout his professional life. He is an eclectic Keynesian in theory whose socioeconomic concern is to reduce poverty, inequality, and discrimination through the maintenance of full employment and economic growth and through such policies as the negative income tax and other income transfers.These 28 essays, covering Tobinïs work in macroeconomics from the early 1940s to 1970 are grouped into three parts - macroeconomic theory, economic growth, and money and finance. James Tobin is Sterling Professor of Economics at Yale. Essays in Economics: Volume 3, Theory and Policy was published by The MIT Press in 1982.
Author | : Philip Arestis |
Publisher | : Springer |
Total Pages | : 236 |
Release | : 1992-03-03 |
Genre | : Business & Economics |
ISBN | : 1349219355 |
Download On Money, Method and Keynes Book in PDF, ePub and Kindle
In these twelve essays, spanning fifteen years, Victoria Chick develops a distinctive view of macroeconomics (especially the economics of Keynes) and monetary theory. By careful and rigorous analysis in which nothing is taken for granted, she uncovers the implicit assumptions of economic theory and argues, in a variety of contexts, that differences of economic method and the influence of the stylised facts are decisive forces, both in the construction of theories and in appraising their contemporary relevance.