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Econometrics and Economic Policy

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  • Gregory C. Chow

    (Princeton University)

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    Abstract

    This is a survey paper on five important developments in econometrics, with illustrative applications to economic policy formation in Taiwan, Mainland China and the United States.

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    File URL: http://128.118.178.162/eps/em/papers/0306/0306004.pdf
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    Bibliographic Info

    Paper provided by EconWPA in its series Econometrics with number 0306004.

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    Date of creation: 10 Jun 2003
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    Handle: RePEc:wpa:wuwpem:0306004

    Note: Published in Statistica Sinica 11 (2001) pp 631-650
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    Web page: http://128.118.178.162

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    Keywords: Econometrics;

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    2. Chow, Gregory C. & Kwan, Yum K., 1998. "How the basic RBC model fails to explain US time series," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 301-318, April.
    3. Hansen, Lars Peter & Singleton, Kenneth J, 1982. "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 50(5), pages 1269-86, September.
    4. Michael Woodford, 1999. "Optimal monetary policy inertia," Proceedings, Federal Reserve Bank of San Francisco.
    5. Liu, Ta-Chung, 1969. "A Monthly Recursive Econometric Model of United States: A Test of Feasibility," The Review of Economics and Statistics, MIT Press, vol. 51(1), pages 1-13, February.
    6. Kwan, Yum K. & Chow, Gregory C., 1996. "Estimating Economic Effects of Political Movements in China," Journal of Comparative Economics, Elsevier, vol. 23(2), pages 192-208, October.
    7. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    8. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
    9. Chow, Gregory C, 1993. "A Two-Step Procedure for Estimating Linear Simultaneous Equations with Unit Roots," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 107-11, February.
    10. Woodford, Michael, 1999. "Optimal monetary policy inertia," CFS Working Paper Series 1999/09, Center for Financial Studies (CFS).
    11. Chow, Gregory C., 1987. "Money and price level determination in China," Journal of Comparative Economics, Elsevier, vol. 11(3), pages 319-333, September.
    12. Chow, Gregory C., 1997. "Dynamic Economics: Optimization by the Lagrange Method," OUP Catalogue, Oxford University Press, number 9780195101928.
    13. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
    14. Chow, Gregory C. & Fan, Zhao-zhi & Hu, Jin-yan, 1999. "Shanghai Stock Prices as Determined by the Present-Value Model," Journal of Comparative Economics, Elsevier, vol. 27(3), pages 553-561, September.
    15. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
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