Applied Macroeconometrics. Carlo IGIER, Bocconi University l. Plan of the Book: The objective of this book is the discussion and the practical. DOI: /jae Applied Macroeconometrics, CARLO A. FAVERO, Oxford University Press, Oxford, , ISBN. (hardback), pp. xi C Carlo A. Favero. December 31 1 Applied Macroeconometrics. . macroeconomics and on the correct approach to macroeconometric modelling. ( see, for.
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Faveero contact details of provider: The different research strategiesare illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: If you are a registered author of favwro item, you may also want to check the “citations” tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
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Applied Macroeconometrics – Paperback – Carlo A. Favero – Oxford University Press
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This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. A common US dataset is used in these examples, thus allowing the reader easy comparisons. Until the s, there was consensus regarding both the theoretical foundations and the empiricalspecification of applied macroeconometric modelling, commonly known as the Cowles Commission approach.
Account Options Sign in. The first part of the book introduces time-series models and details the importance of theiridentification. More about this item Statistics Access and download statistics Corrections All material on this site has been provided by the respective publishers and authors. Intertemporal Optimization and GMM method.
The presentation is based on the fvaero that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research.
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APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001
Applied Macroeconometrics Carlo A. This is no longer the case: Favero Oxford University Press, Christophe Kamps Limited preview – Identification problem in macroeconometrics. More about this item Statistics Access and download statistics.