Inferring Long-run Relationships in Macroeconomic Data
Author | : Ronald Robert McNamara |
Publisher | : |
Total Pages | : 234 |
Release | : 1993 |
Genre | : |
ISBN | : |
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Author | : Ronald Robert McNamara |
Publisher | : |
Total Pages | : 234 |
Release | : 1993 |
Genre | : |
ISBN | : |
Author | : Ronald Robert McNamara |
Publisher | : |
Total Pages | : 56 |
Release | : 1993 |
Genre | : Macroeconomics |
ISBN | : |
Author | : Hahn Shik Lee |
Publisher | : |
Total Pages | : 256 |
Release | : 1990 |
Genre | : Equilibrium (Economics) |
ISBN | : |
Author | : Øyvind Eitrheim |
Publisher | : |
Total Pages | : 41 |
Release | : 1990 |
Genre | : |
ISBN | : 9788275530101 |
Author | : Bennett T. McCallum |
Publisher | : |
Total Pages | : 34 |
Release | : 1983 |
Genre | : Economics |
ISBN | : |
A number of recent studies have attempted to test propositions concerning "long runt" economic relationships by means of frequency-domain time series techniques that concentrate attention on low frequency co-movements of variables.The present paper emphasizes that many of these propositions involve expectational relationships that are not inherently related to specific frequencies or periodicities. Thus the association of low-frequency time series test statistics with long-run economic propositions is not generally warranted. That such an association can be misleading is demonstrated by analysis of examples taken from notable papers by Geweke, Lucas, and Summers.
Author | : Clive William John Granger |
Publisher | : |
Total Pages | : 301 |
Release | : 1991 |
Genre | : Analisis de series de tiempo |
ISBN | : |
Author | : Haim Y. Bleikh |
Publisher | : CRC Press |
Total Pages | : 149 |
Release | : 2016-02-24 |
Genre | : Business & Economics |
ISBN | : 1317010183 |
In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.
Author | : |
Publisher | : |
Total Pages | : 758 |
Release | : 1998 |
Genre | : Economics |
ISBN | : |
Author | : United States. President |
Publisher | : |
Total Pages | : 362 |
Release | : 2008 |
Genre | : United States |
ISBN | : |
Reports for 2002- include: The Annual report of the Council of Economic Advisers.
Author | : United States. President |
Publisher | : Council of Economic Advisers |
Total Pages | : 364 |
Release | : 2008 |
Genre | : Business & Economics |
ISBN | : |
The Economic Report of the President includes: 1. Current and foreseeable trends and annual numerical goals concerning topics such as employment, production, real income, and Federal budget outlays; 2. Employment objectives for significant groups of the labor force; 3. Annual numeric goals; 4. And a program for carrying out program objectives. Also included is the Annual Report of the Council of Economic Advisers. Each year, the Council of Economic Advisers submits this report on its activities during the previous calendar year in accordance with the requirements of Congress as set forth in section 10(d) of the Employment Act of 1946 as amended by the Full Employment and Balanced Growth Act of 1978.