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Econometric Modelling

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Listed:
  • Holly,Sean
  • Weale,Martin

Abstract

Macroeconomic modelling has been one of the most important and influential areas of economic research. This book presents contributions from the leading researchers working in this area as part of the ongoing research project sponsored by the Economic and Social Research Council, Bank of England and UK Treasury. The papers combine a description of the latest techniques used in modelling the economy with an account of the way that models can be used for purposes of policy analysis. Designed for use by advanced students and professional economists, the book considers issues including: why 'bad' forecasters, i.e. those with no coherent and properly articulated view of the functioning of the macroeconomy, do so well; reconciling short term dynamics with economic theory; modelling tax policy; and the stabilisation costs of European Monetary Union.

Suggested Citation

  • Holly,Sean & Weale,Martin (ed.), 2000. "Econometric Modelling," Cambridge Books, Cambridge University Press, number 9780521650694.
    • Handle: RePEc:cup:cbooks:9780521650694
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    Citations

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    Cited by:

    1. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    2. Wallis, Kenneth F., 2004. "Comparing empirical models of the euro economy," Economic Modelling, Elsevier, vol. 21(5), pages 735-758, September.
    3. Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
    4. Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April.
    5. Hans-Martin Krolzig, 2001. "General--to--Specific Reductions of Vector Autoregressive Processes," Computing in Economics and Finance 2001 164, Society for Computational Economics.
    6. Paelinck, J. & Mur, J. & Trívez, J., 2004. "Econometría espacial: más luces que sombras," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-19, Diciembre.
    7. Krolzig, Hans-Martin & Marcellino, Massimiliano & Mizon, Grayham E., 2000. "A Markov-switching vector equilibrium correction model of the UK labour market," Discussion Paper Series In Economics And Econometrics 0105, Economics Division, School of Social Sciences, University of Southampton.
    8. Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002. "A Markov-switching vector equilibrium correction model of the UK labour market," Empirical Economics, Springer, vol. 27(2), pages 233-254.
    9. Avner Offer, 2000. "Economic Welfare Measurements and Human Well-Being, [revised version, March 2000]," Economics Series Working Papers 2000-W34, University of Oxford, Department of Economics.
    10. Schorderet, Yann, 2001. "Revisiting Okun's Law: An Hysteretic Perspective," University of California at San Diego, Economics Working Paper Series qt2fb7n2wd, Department of Economics, UC San Diego.

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